xtbreak Documentation

Structural break detection and estimation for time series and panel data in Python.

User Guide

• xtbreak Quickstart
  • Beyond the Basics
  • Break-Count Selection
  • Pandas DataFrame Input
  • Regime Statistics and Chow Tests
  • Panel Data
  • Trend Parameters
  • Robust Covariance
  • Information Criteria
  • Performance Options
  • Serialization
  • Quantitative Smoke Anchors
  • Next Steps
• xtbreak Examples
  • Runnable Scripts
  • Advanced Patterns
  • Further Reading
• US Time-Series Example
  • Source Anchors
  • Audited Fixture Path
  • Two-Break Estimate
  • Post-Estimation Payload Crosswalk
  • Single-Break SSR Path
  • Verification Command

Reference

• xtbreak API Reference
  • Runtime Dependencies
  • Source Authority
  • Public API and Deprecation Policy
  • Stata Migration Boundaries
  • Public Entry Points
  • New Parameters (test / estimate / select)
  • Result Containers
  • Plotting Functions
  • Utility Functions
  • Plotting Functions
  • Utility Functions
  • Exceptions
  • Internal Modules

Installation

pip install git+https://github.com/gorgeousfish/xtbreak-py.git

Quick Links

• GitHub Repository

• Quick Start Guide

• API Reference

• Examples