Changepoint detector now warns when a volatility model finds a too-short calm patch

On real US GDP growth the default settings found a five-quarter quiet patch instead of the Great Moderation; the tool now says so.

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changepoint-detectorstatistics

changepoint-detector fits mean and variance changes. On 202 quarters of US GDP growth, the default minimum segment of 5 points reported a five-quarter calm patch in 1983 to 1984, and its 95% range around the following change excluded the documented date of the Great Moderation (1984Q1). A short run of similar numbers has a tiny variance, so the variance model treats it as its own regime.

Rather than change the default on one series, the meanvar model now returns a warning whenever a fitted segment has fewer than 10 points, naming the segment and suggesting --min-segment 12 or more, which gives a range that holds the documented date. A test on the real series pins both behaviours.

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