R: Boundary for F Statistics

boundary.Fstats {strucchange} | R Documentation

## Boundary for F Statistics

### Description

Computes boundary for an object of class `"Fstats"`

### Usage

    ## S3 method for class 'Fstats'
    boundary(x, alpha = 0.05, pval = FALSE, aveF = FALSE,
        asymptotic = FALSE, ...)

### Arguments

`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.

### Value

an object of class `"ts"` with the same time properties as the time series in `x`

### See Also

`Fstats`, `plot.Fstats`

### Examples

    ## 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)

[Package strucchange version 1.5-2 Index]