FKPSS_teststat: Test Statistic in Functional KPSS Test

In STFTS: Statistical Tests for Functional Time Series

Description

Calculate test statistic R_N for functional KPSS test, which Was constructed in Kokoszka and Young (2016) and Chen and Pun (2019).

Usage

FKPSS_teststat(X)

Arguments

X	The functional time series being tested, inputted in a matrix form with each row representing each observation of the functional data values on equidistant points of any prespecified interval.

Value

The value of test statistic R_N for functional KPSS test.

References

Chen, Y., & Pun, C. S. (2019). A bootstrap-based KPSS test for functional time series. Journal of Multivariate Analysis, 174, 104535.

Kokoszka, P., & Young, G. (2016). KPSS test for functional time series. Statistics, 50(5), 957-973.

Examples

N<-100
EX<-matrix(rep(0,N*100),ncol=100)
set.seed(1)
for (i in 1:N) {
temp<-rnorm(100,0,1)
EX[i,1]<-temp[1]
for (j in 2:100) {
EX[i,j]<-EX[i,j-1]+temp[j]
}
}
FST_teststat_TN(EX)

STFTS documentation built on Aug. 19, 2021, 9:06 a.m.