Help Me Understand bfast breakpoints

March 20, 2014
By

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

The R package bfast enthralls me.  I have posted 3 times on bfast but still did not understand the impact of the h parameter.  Armed now with some d3.js, angular.js, and rCharts I thought I could see it better with a fancy interactive visualization.  Here is the result when applied to the S&P 500 monthly price series since 1950.  You should see it embedded in an iframe below.  For the full effect

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