[R] F-test question

Ingo Wardinski ingo at gfz-potsdam.de
Tue Aug 13 13:36:18 CEST 2013


G'day
I try do compute some F-statistics of a singular spectrum analysis of a 
timeseries sv
I run:
 > require(Rssa)
 > s <- ssa(sv)
 > summary(sv)
    Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
  -4.238   2.761   6.594   6.324  10.410  15.180
 > r1  <- reconstruct(s,groups = list(1:5))
 > r2  <- reconstruct(s,groups = list(1:6))
 > SSE_M1 <- sum(residuals(r1)^2)
 > SSE_M2 <- sum(residuals(r2)^2)
 > df.num <- r1$df - r2$df
 > df.den <- r2$df
 >  F <- ((SSE_M2 - SSE_M1) / df.num) / (SSE_M1 / df.den)
and eventually
 > p.value <- 1 - pf(F, df.num, df.den)
Error in pf(F, df.num, df.den) :
   Non-numeric argument to mathematical function

 > summary(df.num)
    Min. 1st Qu.  Median    Mean 3rd Qu.    Max.

 > summary(df.den)
Length  Class   Mode
      0   NULL   NULL
 > summary(F)
    Min. 1st Qu.  Median    Mean 3rd Qu.    Max.

I need to compute the p.value, but something is going wrong, and I can't 
see what.
Any help would be very much appreciated
ingo



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