Description Usage Arguments References See Also Examples

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, ...` |
high-level |

Andrews D.W.K. (1993), Tests for parameter instability and structural
change with unknown change point, *Econometrica*, **61**, 821-856.

Hansen B. (1992), Tests for parameter instability in regressions with I(1)
processes, *Journal of Business & Economic Statistics*, **10**, 321-335.

Hansen B. (1997), Approximate asymptotic p values for structural-change
tests, *Journal of Business & Economic Statistics*, **15**, 60-67.

`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")
``` |

strucchange documentation built on May 29, 2017, 7:17 p.m.

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