IndGenErrors (version 0.1.6)

dependogram: Dependogram for Cramer-von Mises statistics

Description

This function, used in cvm_2series and cvm_3series draws the P-values of the Moebius Cramer-von Mises statistics.

Usage

dependogram(object, stat, rot = 0)

Value

Output

No values are returned; only the graph is printed

Arguments

object

List of the output (statistics, pvalues) from cvm_2series and cvmr_3series

stat

Name (string) of statistics to be used

rot

Rotation of labels (default=0)

References

Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.

Examples

#Romano-Siegel's example #
data(romano_ex)
out = cvm_3series(romano_ex$x,romano_ex$y,romano_ex$z,5,2)
dependogram(out$out123,"{x,y,z}",rot=90)