periodogram_test: Periodogram Test

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/ares.r

Description

Uniformity test for the periodogram

Usage

1

Arguments

object

an object created by periodogram

plot

a logical indicating whether the cumulative probability should be plotted

Details

A Kolmogorov-Smirnov (KS) test is performed to evaluate de uniformity of the I≤ft(ω\right).

See ks.test for details on KS tests.

Value

This function does not return a value.

Author(s)

Washington Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

References

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3 ed., Prentice Hall.

Diggle, P. J. (1990) Time Series: A Biostatistical Introduction. Oxford University Press.

See Also

fit_core,get_residuals,periodogram

Examples

1
2
3
4
5
6
data(admrio)
setup(admrio,"date")
f <- resp5~s(time)+weekdays+s(tmpmax)+s(humid)
m <- fit_core(f)
p <-periodogram(m,test=FALSE)
periodogram_test(p)

wjunger/ares documentation built on Dec. 23, 2021, 5:17 p.m.