Mc.Leod.Li: Mc.Leod.Li nonlinearity test

Description Usage Arguments Value References Examples

Description

This function allows you to make Mc.Leod.Li nonlinearity test

Usage

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Arguments

y

series name,

lag

lag parameter,

Value

"lag stat pvalue" the lag order, the value of the test statistic and the probability of test statistic, respectively.

References

Burak Guris, R Uygulamalı Dogrusal Olmayan Zaman Serileri Analizi, DER Yayinevi, 2020.

Examples

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x <- rnorm(1000)
Mc.Leod.Li(x, 10)


data(IBM)
Mc.Leod.Li(IBM,4)

NonlinearTSA documentation built on Jan. 23, 2021, 5:05 p.m.