auto.test() generates a test of Stability for AR Approximations by choosing tuning parameter automatically.
auto.test(
ts,
or = 4,
type,
alpha = 0.05,
method = "LOOCV",
threshold = 0,
B.s = 1000
)p value of the test
ts is the data set which is a time series data typically
indicates the order of spline and only used in Cspli type, default is 4 which indicates cubic spline
type indicates which type of basis is used. There are 31 types in this package
level of the test
method indicates which method used to choose optimal parameters, 3 methods in this package can be used
threshold determines the bound for Elbow method
the number of statistics used in multiplier bootstrap, the default value is 1000