GetFitExtendedG: Compute the extended Fisher's g test statistic

In ptest: Periodicity Tests in Short Time Series

Description

The extended Fisher's g te statistic is computed for testing for periodicity.

Usage

GetFitExtendedG(y)

Arguments

y	Vector containing the series.

Details

Extend the Fisher's g test by enlarging the searching region of the frequency from the fourier frequencies to be En = {j/101 | j=1,…,50 and j/101 ≥ 1/n}.

Value

Vector of length 2 containing the modified Fisher's G test statistic and the frequency for the maximum periodogram.

Author(s)

Yuanhao Lai

References

Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.

ptest documentation built on May 2, 2019, 5:58 a.m.