F_test_cfar {NTS}

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.