boundary.mefp: Boundary Function for Monitoring of Structural Changes

In strucchange: Testing, Monitoring, and Dating Structural Changes

Boundary Function for Monitoring of Structural Changes

Description

Computes boundary for an object of class "mefp"

Usage

## S3 method for class 'mefp'
boundary(x, ...)

Arguments

x	an object of class "mefp".
...	currently not used.

Value

an object of class "ts" with the same time properties as the monitored process

See Also

mefp, plot.mefp

Examples

df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
              alpha=0.05)
me2 <- monitor(me1, data=df1)

plot(me2, boundary=FALSE)
lines(boundary(me2), col="green", lty="44")

strucchange documentation built on June 15, 2022, 9:09 a.m.