Ranked Version of von Neumann's Ratio Test for Randomness

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Description

This function performs the Bartels test for randomness which is based on the ranked version of von Neumann's ratio (RVN). Users can choose whether to test against two-sided, negative or positive correlation. NAs from the data are omitted.

Usage

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bartels.test(y, alternative = c("two.sided", "positive.correlated", 
             "negative.correlated"))

Arguments

y

a numeric vector of data values.

alternative

a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "negative.correlated" or "positive.correlated".

Value

A list with the following components.

statistic

the value of the standardized Bartels statistic.

parameter

RVN Ratio.

p.value

the p-value for the test.

data.name

a character string giving the names of the data.

alternative

a character string describing the alternative hypothesis.

Author(s)

Kimihiro Noguchi, Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

Bartels, R. (1982) The Rank Version of von Neumann's Ratio Test for Randomness, Journal of the American Statistical Association, 77, 40-46.

See Also

runs.test

Examples

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## Simulate 100 observations from an autoregressive model of 
## the first order AR(1)
y = arima.sim(n = 100, list(ar = c(0.5)))

## Test y for randomness
bartels.test(y)

## Sample Output
##
##        Bartels Test - Two sided
## data:  y
## Standardized Bartels Statistic -4.4929, RVN Ratio =
## 1.101, p-value = 7.024e-06

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