JN.NB: The acceleration constant for the surrogate data method.
In autocorr: Testing Autocorrelation through bootstrap and surrogate methods

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

This function JN.NB computes the acceleration constant for the surrogate data method by sequentially deleting one observation from the sample data points.

1	JN.NB(data, lagmax)

`data`	a numeric vector of time series data.
`lagmax`	maximum lag at which to compute the acceleration constants for different autocorrelations.

This function iteratively deletes one data point at a time from the original sample and computes autocorrelations at each iteration. The acceleration constant is obtained by computing a quantity similar to the skewness of autocorrelation estimates at different iterations.

In the presence of missing values, estimates of autocorrelations are computed from complete cases, which may not be valid.

a vector of accelerations for autocorrelations up to lagmax.

Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>

Efron, B., & Tibshirani, R. J. (1994). An introduction to the bootstrap. Chapman and Hall/CRC.

Surrogate

autocorr documentation built on May 2, 2019, 6:12 p.m.