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U: max_pv()

Solbiati Alessandro edited this page Jul 31, 2016 · 2 revisions

max_pv() <- function(serie,start,end)


##Description

return the max p-value and the method/conf of the test


##Usage

  • serie –> timeSerie of financial data
  • start -> start date for the statistical sample
  • end -> end date for the statistical sample

##Output

return a vect(max p-value, row, col) where

  • row=1 <- NonParametric
  • row=2 <- Normal Distr
  • row=3 <- T Student Distr where col(1,2,3,4)=(0.90,0.95,0.99,0.995)
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