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Type Alias: ChowTestResult

ChowTestResult: object

Defined in: packages/echarts/src/math/linear-regression.ts:326

Performs Chow test to check for structural break in linear regression The fStat is the F-statistic and the pValue is the p-value. If the pValue is less than 0.05, we can reject the null hypothesis and conclude that the regression is different between the first and second subset. The larger the fStat, the more significant the difference between the two subsets.

Type declaration​

fStat​

fStat: number

pValue​

pValue: number

Param​

First subset x values

Param​

First subset y values

Param​

Second subset x values

Param​

Second subset y values

Returns​

Object containing F-statistic and p-value