linearityTest: Linearity tests
In evandeilton/cvforecast: Multiple forecasts based on CrossValidation
Description
Usage
Arguments
Value
Author(s)
See Also
Examples
Description
Compute six linearity tests among Terasvirta, White, Keenan, McleodLi, Tsay and Tar.
Usage
1
linearityTest(x, Test, all = FALSE)
Arguments
x
'ts' data
Test
string containing test's names. They are "terasvirta", "white", "keenan", "tsay", "tarTest".
Value
data.frame with tests statistics and p.values
Author(s)
LOPES, J. E.
See Also
See terasvirta.test, white.test,Keenan.test,Tsay.test and tlrt
Examples
1
2
linearityTest(AirPassengers)
linearityTest(AirPassengers, Test="tsay")
evandeilton/cvforecast documentation built on May 16, 2019, 9:36 a.m.
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Description Usage Arguments Value Author(s) See Also Examples
Description
Compute six linearity tests among Terasvirta, White, Keenan, McleodLi, Tsay and Tar.
Usage
1 | linearityTest(x, Test, all = FALSE)
|
Arguments
x |
'ts' data |
Test |
string containing test's names. They are "terasvirta", "white", "keenan", "tsay", "tarTest". |
Value
data.frame with tests statistics and p.values
Author(s)
LOPES, J. E.
See Also
See terasvirta.test, white.test,Keenan.test,Tsay.test and tlrt
Examples
1 2 | linearityTest(AirPassengers)
linearityTest(AirPassengers, Test="tsay")
|
R Package Documentation
Browse R Packages
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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