t_values_air | R Documentation |
Generate t-statistics from estimates generated from the fractional airline model
t_values_air(this_beta, this_cov)
this_beta |
Numeric vector; estimated model parameters from the fractional airline model. |
this_cov |
Numeric matrix; estimated covariance matrx from the fractional airline model. |
Numeric vector of t-values
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)
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