Description Usage Arguments Value References Examples
Perform Tsay (1986) nonlinearity test.
1 | Tsay(y, p = 1)
|
y |
time series. |
p |
AR order. |
The function outputs the F statistic, p value, and the degrees of freedom. The null hypothsis is there is no nonlinearity.
Tsay, R. (1986) Nonlinearity tests for time series. Biometrika 73(2), 461-466.
1 2 |
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