## File: boundary.Fstats.Rd

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 123456789101112131415161718192021222324252627282930313233343536373839404142434445 \name{boundary.Fstats} \alias{boundary.Fstats} \title{Boundary for F Statistics} \description{Computes boundary for an object of class \code{"Fstats"}} \usage{ \method{boundary}{Fstats}(x, alpha = 0.05, pval = FALSE, aveF = FALSE, asymptotic = FALSE, ...)} \arguments{ \item{x}{an object of class \code{"Fstats"}.} \item{alpha}{numeric from interval (0,1) indicating the confidence level for which the boundary of the supF test will be computed.} \item{pval}{logical. If set to \code{TRUE} a boundary for the corresponding p values will be computed.} \item{aveF}{logical. If set to \code{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.} \item{asymptotic}{logical. If set to \code{TRUE} the asymptotic (chi-square) distribution instead of the exact (F) distribution will be used to compute the p values (only if \code{pval} is \code{TRUE}).} \item{...}{currently not used.} } \value{an object of class \code{"ts"} with the same time properties as the time series in \code{x}} \seealso{\code{\link{Fstats}}, \code{\link{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) } \keyword{regression}