Test for the significance of prospective autoregressive parameters of order p+1 in an AR(p) or PAR(p) model. It is performed as an Fstatistic that sets the parameters of order p+1 equal to zero.
1 2  Fnextp.test (wts, detcomp, p, type)

wts 
a univariate time series object. 
detcomp 
a vector indicating the deterministic components included in the auxiliar regression.
See the corresponding item in 
p 
the order of the initial AR or PAR model. 
type 
a character string indicating whether the model to fit is an autoregressive model,

An object of class Ftest.partsmclass
containing the Ftest statistic, the freedom
degrees an the corresponding pvalue.
Javier LopezdeLacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
fit.ar.par
, and Ftest.partsmclass
.
1 2 3 4 5 6 7  ## Test the significance of a second order lag in a PAR model for the Real GNP in Germany.
## Including seasonal intercepts.
data("gergnp")
lgergnp < log(gergnp, base=exp(1))
detcomp < list(regular=c(0,0,0), seasonal=c(1,0), regvar=0)
out < Fnextp.test(wts=lgergnp, detcomp=detcomp, p=1, type="PAR")

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