Dependogram {IndGenErrors}

Dependogram for Cramer-von Mises statistics

Description

This function, used in cvm_2series and cvm_3series draws the P-values of the Moebius Cramer-von Mises statistics.

Usage

Dependogram(object, stat, rot = 0)

Arguments

object

List of the output (statistics, pvalues) from cvm_2series and cvmr_3series

stat

Name (string) of statistics to be used

rot

Rotation of labels (default=0)

Value

Output

No values are returned; only the graph is printed

References

Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.