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

In BivinSadler/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)

BivinSadler/tswge documentation built on Sept. 15, 2023, 4:07 p.m.