Description Usage Arguments Details Value Author(s) References See Also Examples

Carry out Keenan's 1-degree test for nonlinearity against the null hypothesis that the time series follows some AR process.

1 | ```
Keenan.test(x, order, ...)
``` |

`x` |
time series |

`order` |
working AR order; if missing, it is estimated by minimizing AIC via the ar function. |

`...` |
user-supplied options to the ar function. |

The test is designed to have optimal local power against depature from the linear autoregressive function in the direction of the square of the linear autoregressive function.

A list containing the following components

`test.stat` |
The observed test statistic |

`p.value` |
p-value of the test |

`order` |
working AR order |

Kung-Sik Chan

Keenan, D. M. (1985), A Tukey nonadditivity-type test for time series Nonlinearity, Biometrika, 72, 39-44.

1 2 |

```
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries
Attaching package: 'TSA'
The following objects are masked from 'package:stats':
acf, arima
The following object is masked from 'package:utils':
tar
$test.stat
[1] 16.27889
$p.value
[1] 0.0001911324
$order
[1] 5
```

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