auto.test {Sie2nts}

The Test of Stability for Auto-Regressive (AR) Approximations Automatically

Description

auto.test() generates a test of Stability for AR Approximations by choosing tuning parameter automatically.

Usage

auto.test(
  ts,
  or = 4,
  type,
  alpha = 0.05,
  method = "LOOCV",
  threshold = 0,
  B.s = 1000
)

Arguments

ts

ts is the data set which is a time series data typically

or

indicates the order of spline and only used in Cspli type, default is 4 which indicates cubic spline

type

type indicates which type of basis is used. There are 31 types in this package

alpha

level of the test

method

method indicates which method used to choose optimal parameters, 3 methods in this package can be used

threshold

threshold determines the bound for Elbow method

B.s

the number of statistics used in multiplier bootstrap, the default value is 1000

Value

p value of the test