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