Boundary for F Statistics
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 |
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 |
aveF |
logical. If set to |
asymptotic |
logical. If set to |
... |
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)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.