plotBS {costat} R Documentation

## Compute p-value for parametric Monte Carlo test and optionally plot test statistic values

### Description

Computes and returns a p-value for the result of a parametric Monte Carlo test. Optionally, plots a histogram of the test statistics (on the original data, and using test statistics resulting from simulations from the null hypothesis distribution).

### Usage

```plotBS(BS, alpha = 0.05, plot = TRUE, verbose = FALSE, main = "Bootstrap Histogram",
xlab = "Test Statistic Values", ylab = "Frequency")
```

### Arguments

 `BS` The results from a Monte Carlo test. This should be a vector of arbitrary length. The first value must be the value of the test statistic computed on the data. The remaining values are the test statistics computed on simulations constructed under the null hypothesis. `alpha` A nominal size for the test. This only effects the reporting. If the computed p-value is less than `alpha` then the function prints out that the series is not stationary. `plot` If `TRUE` then a histogram of all the test statistics is produced, with a vertical line showing the position of the test statistic computed on the actual data. If the vertical line is much larger than all the histogram values then this is indicative of stationarity. If the vertical line is well within the histogram values then this is indicative of no evidence against stationarity. `verbose` If `TRUE` then the p-value is printed and a sentence declaring "stationary" or "not stationary" is printed (relative to the nominal p-value) `main` A `main` label for the plot, if produced `xlab` An `xlab` x axis label for the plot, if produced `ylab` An `ylab` y axis label for the plot, if produced

### Value

The p-value computed from the Monte Carlo test results is returned

Guy Nason

### References

Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.

Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.

`getpvals`,`BootTOS`
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