costat (version 2.4.1)

plot.BootTOS: Plots results of a Bootstrap Test of Stationarity

Description

Produces Bootstrap simulation result as a histogram with a vertical line indicating the test statistic computed on the actual data.

Usage

# S3 method for BootTOS
plot(x, ...)

Value

None.

Arguments

x

The object you wish to get a plot on.

...

Other arguments to plot.

Author

G.P. Nason

Details

Produces a histogram of all the bootstrap statistics and the test statistic computed on the true data. Also produces a vertical line indicating the position of the true statistic.

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.

See Also

BootTOS

Examples

#
v <- rnorm(512)
if (FALSE) v.BootTOS <- BootTOS(v)
if (FALSE) plot(v.BootTOS)