t_values_air: Generate t-statistics

View source: R/t_values_air.r

t_values_airR Documentation

Generate t-statistics

Description

Generate t-statistics from estimates generated from the fractional airline model

Usage

t_values_air(this_beta, this_cov)

Arguments

this_beta

Numeric vector; estimated model parameters from the fractional airline model.

this_cov

Numeric matrix; estimated covariance matrx from the fractional airline model.

Value

Numeric vector of t-values

Examples

ic_air_est <-
  rjd3highfreq::fractionalAirlineEstimation(ic_obs, periods=c(365.25/7),
                                     x=ic_holiday_matrix,
                                     outliers=c('ao', 'ls'),
                                     criticalValue = 6)
ic_air_t_reg   <- t_values_air(ic_air_est$model$b, ic_air_est$model$bcov)
ic_air_t_arima <- t_values_air(ic_air_est$estimation$parameters,
                               ic_air_est$estimation$covariance)

bcmonsell/airutilities documentation built on May 16, 2022, 3:23 p.m.