Description Usage Arguments Details Value References Examples
add.test is a function to test the permissibility of the additive autoregressive model:
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x 
A time series (vector without missing values). 
order 
a scalar representing the order to be considered. 
n.cond 
The number of observation to condition on. The default is

N(t) = f1(N(t1)) + f2(N(t2)) + ... + fd(N(td)) + e(t )
against the alternative:
N(t) = F(N(t1), N(t2), ..., N(td)) + e(t)
This is the Lagrange multiplier test for additivity developed by Chen et al. (1995: test II).
a vector is returned consisting of the asymtpotic chisquare value, the associated d.f. and asymptotic p.val for the test of additivity.
Chen, R., Liu, J.S. & Tsay, R.S. (1995) Additivity tests for nonlinear autoregression. Biometrika, 82, 369383. https://doi.org/10.1093/biomet/82.2.369
Bjornstad, O.N., Begon, M., Stenseth, N.C., Falck, W., Sait, S.M., & Thompson, D.J. (1998) Population dynamics of the Indian meal moth: demographic stochasticity and delayed regulatory mechanisms. Journal of Animal Ecology, 67, 110126. https://doi.org/10.1046/j.13652656.1998.00168.x
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