dynia (version 0.2)

GetPV: P-Value for a certain hypothesis for delta

Description

The chi-square test p-value is provided for the null hypothesis:delta=delta0.Delta

Usage

GetPV(delta0, z, T, xint, itype = c("step", "pulse"), ...)

Arguments

delta0

Tested value for the delta

z

The time series we fit into the model

T

The start of Intervention Time in the series

xint

The covariate considered in the model

itype

Type of intervention fitting in the model:"Step"(Default),"Step"

...

Supported argment for arima function

Value

p-value for the test is provided

Examples

GetPV(delta0=1,z=Nile,T=69,itype="s",order=c(1,0,0),seasonal=list(order=c(0,0,1),period=12))