Description Usage Arguments Details Value
Nonlinearity test
1 | nonlinearityTest(time.series, verbose = TRUE)
|
time.series |
The original time.series from which the surrogate data is generated. |
verbose |
Logical value. If TRUE, a summary of each of the tests is shown. |
This function runs a set of nonlinearity tests implemented in other R packages including:
Teraesvirta's neural metwork test for nonlinearity
(terasvirta.test
).
White
neural metwork test for nonlinearity
(white.test
).
Keenan's
one-degree test for nonlinearity
(Keenan.test
).
Perform the
McLeod-Li test for conditional heteroscedascity (ARCH).
(McLeod.Li.test
).
Perform the
Tsay's test for quadratic nonlinearity in a time series.
(Tsay.test
).
Perform the
Likelihood ratio test for threshold nonlinearity.
(tlrt
).
A list containing the results of each of the tests.
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