pc.test.periodicity: McLeod's test for periodic autocorrelation
In GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series
periodic_acf1_test R Documentation
McLeod's test for periodic autocorrelation
Description
Performs McLeod's test for periodic autocorrelation.
Usage
periodic_acf1_test(acf, nepochs)
Arguments
acf
sample periodic autocorrelation function
nepochs
the number of epochs used to get the acf
Details
The test statistic is a scaled sum of squares of lag 1 sample periodic
autocorrelation coefficients, see McLeod (1993), eq. (5). The
distribution is approximately chi-square under the null hypothesis of
no periodic autocorrelation.
Value
A list containing the following components:
statistic
the value of the test statistic.
pvalue
the p-value associated with the test statistic.
Author(s)
Georgi N. Boshnakov
References
\insertRefMcleod1993parsimonypcts
\insertRefMcLeod1994diagnosticpcts
\insertRefMcLeod1995diagnosticCorrectionpcts
GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.
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| periodic_acf1_test | R Documentation |
McLeod's test for periodic autocorrelation
Description
Performs McLeod's test for periodic autocorrelation.
Usage
periodic_acf1_test(acf, nepochs)
Arguments
acf |
sample periodic autocorrelation function |
nepochs |
the number of epochs used to get the acf |
Details
The test statistic is a scaled sum of squares of lag 1 sample periodic autocorrelation coefficients, see McLeod (1993), eq. (5). The distribution is approximately chi-square under the null hypothesis of no periodic autocorrelation.
Value
A list containing the following components:
statistic |
the value of the test statistic. |
pvalue |
the p-value associated with the test statistic. |
Author(s)
Georgi N. Boshnakov
References
\insertRefMcleod1993parsimonypcts
\insertRefMcLeod1994diagnosticpcts
\insertRefMcLeod1995diagnosticCorrectionpcts
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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