F.test | R Documentation |
Compute the F-test statistic for nonlinearity
F.test(x, order, thres = 0)
x |
time series. |
order |
AR order. |
thres |
threshold value. |
The function outputs the test statistic and its p-value, and return a list with components:
test.stat |
test statistic. |
p.value |
p-value. |
order |
AR order. |
y=rnorm(100)
F.test(y,2,0)
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