GetPV: P-Value for a certain hypothesis for delta

In dynia: Fit Dynamic Intervention Model

Description

The chi-square test p-value is provided for the null hypothesis:delta=delta0.Delta

Usage

GetPV(delta0, z, T, xint, itype = c("step", "pulse"), ...)

Arguments

delta0	Tested value for the delta
z	The time series we fit into the model
T	The start of Intervention Time in the series
xint	The covariate considered in the model
itype	Type of intervention fitting in the model:"Step"(Default),"Step"
...	Supported argment for arima function

Value

p-value for the test is provided

Author(s)

Jinkun Xiao and A. I. McLeod

Examples

GetPV(delta0=1,z=Nile,T=69,itype="s",order=c(1,0,0),seasonal=list(order=c(0,0,1),period=12))

dynia documentation built on May 1, 2019, 10:17 p.m.