wbg.boot.wge: Woodward-Bottone-Gray test for trend

In tswge: Time Series for Data Science

Woodward-Bottone-Gray test for trend

Description

Performs the Woodward-Bottone-Gray (WBG) bootstrap-based test for a linear trend in a time series realization.)

Usage

wbg.boot.wge(x,nb=399,alpha=.05,pvalue=TRUE,sn=0)

Arguments

x	Realization
nb	The number of Bootstrap replications (default is 399)
alpha	The significance level of the test (default is .05)
pvalue	Logical variable. TRUE(default) prints out the p-value of the test.
sn	Sets the seed for the simulations (default = 0))

Value

p	AR order used for the bootstrap simulations
phi	The AR coefficients of the AR model fit to data
pv	The p-value of the test

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(global.temp)
          wbg.boot.wge(global.temp)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.