series_nonlinearity: Non linearity test of a Data Frame

In AriGaMyANNSVR: Hybrid ARIMA-GARCH and Two Specially Designed ML-Based Models

Non linearity test of a Data Frame

Description

Performs non linearity test result for a series. Provides output as a single element (data frame) list. First column mentions different statistics (eps). Other columns are the Statistics values of the particular dimension.

Usage

series_nonlinearity(Y)

Arguments

Y	Univariate time series

Value

• nonlinearity_list: A list with a single element (data frame) . Element is named as the name of the series provided. The element is such that first column mentions different statistics and other columns are the Statistics values of the particular dimension.

References

• Garai, S., & Paul, R. K. (2023). Development of MCS based-ensemble models using CEEMDAN decomposition and machine intelligence. Intelligent Systems with Applications, 18, 200202.

• Garai, S., Paul, R. K., Rakshit, D., Yeasin, M., Paul, A. K., Roy, H. S., Barman, S. & Manjunatha, B. (2023). An MRA Based MLR Model for Forecasting Indian svrual Rainfall Using Large Scale Climate Indices. International Journal of Environment and Climate Change, 13(5), 137-150.

Examples

my_series <- rnorm(100, 100, 10)
nonlinearity <- series_nonlinearity(my_series)
nonlinearity$my_series

AriGaMyANNSVR documentation built on April 14, 2023, 12:36 a.m.