summary.tosANYN: Summarize the results of a test of stationarity contained in...

In locits: Test of Stationarity and Localized Autocovariance

Summarize the results of a test of stationarity contained in an tosANYN class object.

Description

This function summarizes the results of a tosANYN object that contains information about a test of stationarity. The summary function prints out information about how many individual hypothesis tests there were, how many were rejected. If the hypothesis of stationarity is rejected then the routine also prints out a list of the Haar wavelet coefficients (and their scales, locations and scale of the wavelet periodogram) that were significant. The function also returns a lot of this information (invisibly).

Usage

## S3 method for class 'tosANYN'
summary(object, quiet = FALSE, ...)

Arguments

object	The output from a function that carries out a test of stationarity, e.g. hwtos.
quiet	If this argument is TRUE then nothing is printed to the screen, although the information is still returned as an object. If FALSE then this function prints out the information about the hypothesis test.
...	Other arguments

Value

The function returns a list which contain a list of the rejected coefficients. Each list item contains the index of a particular rejected coefficient, which is a vector of at least three elements. The first element corresponds to the scale of the wavelet periodogram, the second is the level of the Haar wavelet transform, and all remaining values are the index of the significant wavelet coefficients at that Haar wavelet transform scale. The list also contains the total number of Haar wavelet coefficients rejected and the mctype argument also.

Author(s)

Guy Nason.

References

Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. J. R. Statist. Soc. B, 75, 879-904. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/rssb.12015")}

See Also

hwtos, print.tosANYN

Examples

#
# See example for hwtos, this contains two examples where
# summary.tosANYN (as summary(.) is used in the output.

locits documentation built on Sept. 8, 2023, 5:07 p.m.