fix.test {Sie2nts}

The Test of Stability for Auto-Regressive (AR) Approximations With Fixed Parameters

Description

fix.test() generates a test of Stability for AR Approximations with fixed parameters.

Usage

fix.test(ts, c, b, type, or = 4, B.s = 1000, m = 0)

Arguments

ts

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

c

c indicates the number of basis used to estimate (For wavelet, the number of basis is 2^c. If Cspli is chosen, the real number of basis is c-2+or)

b

b is the lag for auto-regressive model

type

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

or

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

B.s

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

m

the number of window size used in multiplier bootstrap, the default value is 0 which uses the minimum volatility method to determine the number

Value

p value of the test