Description Usage Arguments Value See Also Examples

Computes boundary for an object of class `"efp"`

1 2 3 |

`x` |
an object of class |

`alpha` |
numeric from interval (0,1) indicating the confidence level for which the boundary of the corresponding test will be computed. |

`alt.boundary` |
logical. If set to |

`functional` |
indicates which functional should be applied to the
empirical fluctuation process. See also |

`...` |
currently not used. |

an object of class `"ts"`

with the same time properties as
the process in `x`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ```
## 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
## compute OLS-CUSUM fluctuation process
temp.cus <- efp(nhtemp ~ 1, type = "OLS-CUSUM")
## plot the process without boundaries
plot(temp.cus, alpha = 0.01, boundary = FALSE)
## add the boundaries in another colour
bound <- boundary(temp.cus, alpha = 0.01)
lines(bound, col=4)
lines(-bound, col=4)
``` |

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