johansen.test: Johansen F Test

Description

johansen.test performs Johansen F test.

Usage

johansen.test(formula, data, alpha = 0.05, na.rm = TRUE, verbose = TRUE)

Value

A list with class "owt" containing the following components:

statistic: the Johansen F test statistic.
parameter: the parameter(s) of the approximate F distribution of the test statistic.
p.value: the p-value of the test.
alpha: the level of significance to assess the statistical difference.
method: the character string "Johansen F Test".
data: a data frame containing the variables in which NA values (if exist) are removed.
formula: a formula of the form lhs ~ rhs where lhs gives the sample values and rhs the corresponding groups.

Arguments

formula: a formula of the form lhs ~ rhs where lhs gives the sample values and rhs the corresponding groups.
data: a tibble or data frame containing the variables in formula.
alpha: the level of significance to assess the statistical difference. Default is set to alpha = 0.05.
na.rm: a logical value indicating whether NA values should be stripped before the computation proceeds.
verbose: a logical for printing output to R console.

Author

Osman Dag

References

Johansen, S. (1980). The Welch-James Approximation to the Distribution of the Residual Sum of Squares in a Weighted Linear Regression, Biometrika, 67:1, 58-92.

Examples

Run this code


library(onewaytests)

johansen.test(Sepal.Length ~ Species, data = iris)

out <- johansen.test(Sepal.Length ~ Species, data = iris)
paircomp(out)

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