if (!requireNamespace("ggplot2", quietly = TRUE)) utils::install.packages(
  "ggplot2", repos = "https://cloud.r-project.org", quiet = TRUE
)

set.seed(1)
n <- 1000
x <- rep(0, n + 3)
for (i in 1:600) {
  x[i + 3] <- 0.6 * x[i + 2] - 0.2 * x[i + 1] + 0.1 * x[i] + rnorm(1, 0, 3)
}
for (i in 601:1000) {
  x[i + 3] <- 0.3 * x[i + 2] + 0.4 * x[i + 1] + 0.2 * x[i] + rnorm(1, 0, 3)
}
result <- fastcpd.ar(x[3 + seq_len(n)], 3)
summary(result)
plot(result)
