| boundary.Fstats {strucchange} | R Documentation |
Computes boundary for an object of class "Fstats"
## S3 method for class 'Fstats':
boundary(x, alpha = 0.05, pval = FALSE, aveF = FALSE,
asymptotic = FALSE, ...)
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. |
an object of class "ts" with the same time properties as
the time series in x
## 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)