boundary.efp {strucchange} | R Documentation |
Computes boundary for an object of class "efp"
## S3 method for class 'efp': boundary(x, alpha = 0.05, alt.boundary = FALSE, functional = "max", ...)
x |
an object of class "efp" . |
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 TRUE alternative boundaries
(instead of the standard linear boundaries) will be computed (for Brownian
bridge type processes only). |
functional |
indicates which functional should be applied to the
empirical fluctuation process. See also plot.efp . |
... |
currently not used. |
an object of class "ts"
with the same time properties as
the process 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 ## 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)