aaft | R Documentation |

Generates random linear surrogate data of a time series with the same second-order properties.

aaft(data, nsur)

`data` |
a vector of equally spaced numeric observations (time series). |

`nsur` |
the number of surrogates to generate (1 or more). |

The AAFT uses phase-scrambling to create a surrogate of the time series that
has a similar spectrum (and hence similar second-order statistics). The AAFT
is useful for testing for non-linearity in a time series, and is used by
`nonlintest`

.

`surrogates` |
a matrix of the |

Adrian Barnett a.barnett@qut.edu.au

Kugiumtzis D (2000) Surrogate data test for nonlinearity
including monotonic transformations, *Phys. Rev. E*, vol 62

data(CVD) surr = aaft(CVD$cvd, nsur=1) plot(CVD$cvd, type='l') lines(surr[,1], col='red')

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