Mc.Leod.Li: Mc.Leod.Li nonlinearity test
In NonlinearTSA: Nonlinear Time Series Analysis
Description
Usage
Arguments
Value
References
Examples
Description
This function allows you to make Mc.Leod.Li nonlinearity test
Usage
1
Mc.Leod.Li(y, lag)
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
1
2
3
4
5
6
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.
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Description Usage Arguments Value References Examples
Description
This function allows you to make Mc.Leod.Li nonlinearity test
Usage
1 | Mc.Leod.Li(y, lag)
|
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
1 2 3 4 5 6 | x <- rnorm(1000)
Mc.Leod.Li(x, 10)
data(IBM)
Mc.Leod.Li(IBM,4)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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