Boundary for Empirical Fluctuation Processes
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 |
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 |
functional |
indicates which functional should be applied to the
empirical fluctuation process. See also |
... |
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)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.