# plot.Fstats

##### Plot F Statistics

Plotting method for objects of class `"Fstats"`

- Keywords
- hplot

##### Usage

```
# S3 method for Fstats
plot(x, pval = FALSE, asymptotic = FALSE, alpha = 0.05,
boundary = TRUE, aveF = FALSE, xlab = "Time", ylab = NULL,
ylim = NULL, ...)
```

##### Arguments

- x
an object of class

`"Fstats"`

.- pval
logical. If set to

`TRUE`

the corresponding p values instead of the original F statistics will be plotted.- asymptotic
logical. If set to

`TRUE`

the asymptotic (chi-square) distribution instead of the exact (F) distribution will be used to compute the p values (only if`pval`

is`TRUE`

).- alpha
numeric from interval (0,1) indicating the confidence level for which the boundary of the supF test will be computed.

- boundary
logical. If set to

`FALSE`

the boundary will be computed but not plotted.- aveF
logical. If set to

`TRUE`

the boundary of the aveF test will be plotted. As this is a boundary for the mean of the F statistics rather than for the F statistics themselves a dashed line for the mean of the F statistics will also be plotted.- xlab, ylab, ylim, ...
high-level

`plot`

function parameters.

##### References

Andrews D.W.K. (1993), Tests for parameter instability and structural
change with unknown change point, *Econometrica*, **61**, 821-856.

Hansen B. (1992), Tests for parameter instability in regressions with I(1)
processes, *Journal of Business & Economic Statistics*, **10**, 321-335.

Hansen B. (1997), Approximate asymptotic p values for structural-change
tests, *Journal of Business & Economic Statistics*, **15**, 60-67.

##### See Also

##### Examples

```
# NOT RUN {
## Load dataset "nhtemp" with average yearly temperatures in New Haven
data("nhtemp")
## plot the data
plot(nhtemp)
## test the model null hypothesis that the average temperature remains
## constant over the years for potential break points between 1941
## (corresponds to from = 0.5) and 1962 (corresponds to to = 0.85)
## compute F statistics
fs <- Fstats(nhtemp ~ 1, from = 0.5, to = 0.85)
## plot the F statistics
plot(fs, alpha = 0.01)
## and the corresponding p values
plot(fs, pval = TRUE, alpha = 0.01)
## perform the aveF test
sctest(fs, type = "aveF")
# }
```

*Documentation reproduced from package strucchange, version 1.5-1, License: GPL-2 | GPL-3*