1\name{plot.Fstats} 2\alias{plot.Fstats} 3\alias{lines.Fstats} 4\title{Plot F Statistics} 5\description{Plotting method for objects of class \code{"Fstats"}} 6\usage{ 7\method{plot}{Fstats}(x, pval = FALSE, asymptotic = FALSE, alpha = 0.05, 8 boundary = TRUE, aveF = FALSE, xlab = "Time", ylab = NULL, 9 ylim = NULL, ...) 10} 11 12\arguments{ 13 \item{x}{an object of class \code{"Fstats"}.} 14 \item{pval}{logical. If set to \code{TRUE} the corresponding p values instead 15 of the original F statistics will be plotted.} 16 \item{asymptotic}{logical. If set to \code{TRUE} the asymptotic (chi-square) 17 distribution instead of the exact (F) distribution will be used to compute 18 the p values (only if \code{pval} is \code{TRUE}).} 19 \item{alpha}{numeric from interval (0,1) indicating the confidence level for 20 which the boundary of the supF test will be computed.} 21 \item{boundary}{logical. If set to \code{FALSE} the boundary will be computed 22 but not plotted.} 23 \item{aveF}{logical. If set to \code{TRUE} the boundary of the aveF test will 24 be plotted. As this is a boundary for the mean of the F statistics rather 25 than for the F statistics themselves a dashed line for the mean of the F 26 statistics will also be plotted.} 27 \item{xlab, ylab, ylim, ...}{high-level \code{\link{plot}} function parameters.}} 28 29\references{ 30Andrews D.W.K. (1993), Tests for parameter instability and structural 31change with unknown change point, \emph{Econometrica}, \bold{61}, 821-856. 32 33Hansen B. (1992), Tests for parameter instability in regressions with I(1) 34processes, \emph{Journal of Business & Economic Statistics}, \bold{10}, 321-335. 35 36Hansen B. (1997), Approximate asymptotic p values for structural-change 37tests, \emph{Journal of Business & Economic Statistics}, \bold{15}, 60-67. } 38 39\seealso{\code{\link{Fstats}}, \code{\link{boundary.Fstats}}, 40\code{\link{sctest.Fstats}}} 41 42\examples{ 43## Load dataset "nhtemp" with average yearly temperatures in New Haven 44data("nhtemp") 45## plot the data 46plot(nhtemp) 47 48## test the model null hypothesis that the average temperature remains 49## constant over the years for potential break points between 1941 50## (corresponds to from = 0.5) and 1962 (corresponds to to = 0.85) 51## compute F statistics 52fs <- Fstats(nhtemp ~ 1, from = 0.5, to = 0.85) 53## plot the F statistics 54plot(fs, alpha = 0.01) 55## and the corresponding p values 56plot(fs, pval = TRUE, alpha = 0.01) 57## perform the aveF test 58sctest(fs, type = "aveF") 59} 60\keyword{hplot} 61