F_test_cfar {NTS} | R Documentation |
F Test for a CFAR Process
Description
F test for a CFAR process to specify the CFAR order.
Usage
F_test_cfar(f, p.max = 6, df_b = 10, grid = 1000)
Arguments
f |
the functional time series. |
p.max |
the maximum CFAR order. Default is 6. |
df_b |
the degrees of freedom for natural cubic splines. Default is 10. |
grid |
the number of gird points used to construct the functional time series and noise process. Default is 1000. |
Value
The function outputs F test statistics and their p-values.
References
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.
[Package NTS version 1.1.3 Index]