Calculate p-values from distr object
Examples
# \donttest{
radf_psy1 <- radf(sim_psy1(100))
# Default: p-values against a Monte Carlo null distribution
pv <- calc_pvalue(radf_psy1)
#> Using `radf_mc_distr` for `distr`.
pv
#> # A tibble: 1 × 4
#> id adf sadf gsadf
#> <fct> <dbl> <dbl> <dbl>
#> 1 series1 0.743 0 0
# Using the Wild-Bootstrapped null instead
wb_psy1 <- radf_wb_distr(sim_psy1(100))
calc_pvalue(radf_psy1, wb_psy1)
#> # A tibble: 1 × 4
#> id adf sadf gsadf
#> <chr> <dbl> <dbl> <dbl>
#> 1 series1 0.932 0.036 0.036
sb_psy1 <- radf_sb_distr(sim_data, nboot = 500)
calc_pvalue(radf(sim_data), sb_psy1)
#> # A tibble: 1 × 2
#> id gsadf_panel
#> <chr> <dbl>
#> 1 panel 0
# Plot the three p-values for this series
barplot(unlist(pv[, c("adf", "sadf", "gsadf")]), ylab = "p-value",
main = "calc_pvalue(): rejects at the usual 5% level if the bar is short")
abline(h = 0.05, col = "red", lty = 2)
# }