F_test_cfar: F Test for a CFAR Process
In NTS: Nonlinear Time Series Analysis
F_test_cfar R Documentation
F Test for a CFAR Process
Description
F test for a CFAR process to specify the CFAR order.
Usage
F_test_cfar(f, p.max = 6, df_b = 10, grid = 1000)
Arguments
f
the functional time series.
p.max
the maximum CFAR order. Default is 6.
df_b
the degrees of freedom for natural cubic splines. Default is 10.
grid
the number of gird points used to construct the functional time series and noise process. Default is 1000.
Value
The function outputs F test statistics and their p-values.
References
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.
NTS documentation built on Sept. 25, 2023, 1:08 a.m.
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| F_test_cfar | R Documentation |
F Test for a CFAR Process
Description
F test for a CFAR process to specify the CFAR order.
Usage
F_test_cfar(f, p.max = 6, df_b = 10, grid = 1000)
Arguments
f |
the functional time series. |
p.max |
the maximum CFAR order. Default is 6. |
df_b |
the degrees of freedom for natural cubic splines. Default is 10. |
grid |
the number of gird points used to construct the functional time series and noise process. Default is 1000. |
Value
The function outputs F test statistics and their p-values.
References
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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