F test for a CFAR process with heteroscedasticity and irregular observation locations to specify the CFAR order.
F_test_cfarh(
f,
weight,
p.max = 3,
grid = 1000,
df_b = 10,
num_obs = NULL,
x_pos = NULL
)The function outputs F test statistics and their p-values.
the functional time series.
the covariance functions for noise process.
the maximum CFAR order. Default is 3.
the number of gird points used to construct the functional time series and noise process. Default is 1000.
the degrees of freedom for natural cubic splines. Default is 10.
the numbers of observations. It is a t-by-1 vector, where t is the length of time.
the observation location matrix. If the locations are regular, it is a t-by-(n+1) matrix with all entries 1/n.
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.