Plotting method for objects of class "Fstats"
1 2 3 4 
x 
an object of class 
pval 
logical. If set to 
asymptotic 
logical. If set to 
alpha 
numeric from interval (0,1) indicating the confidence level for which the boundary of the supF test will be computed. 
boundary 
logical. If set to 
aveF 
logical. If set to 
xlab, ylab, ylim, ... 
highlevel 
Andrews D.W.K. (1993), Tests for parameter instability and structural change with unknown change point, Econometrica, 61, 821856.
Hansen B. (1992), Tests for parameter instability in regressions with I(1) processes, Journal of Business & Economic Statistics, 10, 321335.
Hansen B. (1997), Approximate asymptotic p values for structuralchange tests, Journal of Business & Economic Statistics, 15, 6067.
Fstats
, boundary.Fstats
,
sctest.Fstats
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16  ## Load dataset "nhtemp" with average yearly temperatures in New Haven
data("nhtemp")
## plot the data
plot(nhtemp)
## test the model null hypothesis that the average temperature remains
## constant over the years for potential break points between 1941
## (corresponds to from = 0.5) and 1962 (corresponds to to = 0.85)
## compute F statistics
fs < Fstats(nhtemp ~ 1, from = 0.5, to = 0.85)
## plot the F statistics
plot(fs, alpha = 0.01)
## and the corresponding p values
plot(fs, pval = TRUE, alpha = 0.01)
## perform the aveF test
sctest(fs, type = "aveF")

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