boundary.Fstats: Boundary for F Statistics

In appelmar/strucchange: Testing, Monitoring, and Dating Structural Changes: C++ Version

Description

Computes boundary for an object of class "Fstats"

Usage

## S3 method for class 'Fstats'
boundary(x, alpha = 0.05, pval = FALSE, aveF = FALSE,
    asymptotic = FALSE, ...)

Arguments

x	an object of class "Fstats".
alpha	numeric from interval (0,1) indicating the confidence level for which the boundary of the supF test will be computed.
pval	logical. If set to TRUE a boundary for the corresponding p values will be computed.
aveF	logical. If set to TRUE the boundary of the aveF (instead of the supF) test will be computed. The resulting boundary then is a boundary for the mean of the F statistics rather than for the F statistics themselves.
asymptotic	logical. If set to TRUE the asymptotic (chi-square) distribution instead of the exact (F) distribution will be used to compute the p values (only if pval is TRUE).
...	currently not used.

Value

an object of class "ts" with the same time properties as the time series in x

See Also

Fstats, plot.Fstats

Examples

## 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 p values without boundary
plot(fs, pval = TRUE, alpha = 0.01)
## add the boundary in another colour
lines(boundary(fs, pval = TRUE, alpha = 0.01), col = 2)

appelmar/strucchange documentation built on Nov. 27, 2021, 8:55 a.m.