Keenan's one-degree test for nonlinearity
基南的非线性度测试
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Carry out Keenan's 1-degree test for nonlinearity against the null
基南1度测试非线性对空
用法----------Usage----------
Keenan.test(x, order, ...)
参数----------Arguments----------
参数:x
time series
时间序列
参数:order
working AR order; if missing, it is estimated by minimizing AIC via the ar function.
AR为了工作,如果失踪,估计减少AIC通过AR功能。
参数:...
user-supplied options to the ar function.
用户提供AR功能的选项。
Details
详细信息----------Details----------
The test is designed to have optimal local power against depature from the linear autoregressive function in the direction of the square of the linear autoregressive function.
该测试被设计成具有最佳的本地电源打击次出海从线性自回归功能的方向的线性自回归函数的平方。
值----------Value----------
A list containing the following components <table summary="R valueblock"> <tr valign="top"><td>test.stat</td> <td> The observed test statistic</td></tr> <tr valign="top"><td>p.value</td> <td> p-value of the test</td></tr> <tr valign="top"><td>order</td> <td> working AR order</td></tr> </table>
一个列表,其中包含以下组件<table summary="R valueblock"> <tr valign="top"> <TD>test.stat</ TD> <TD>所观察到的检验统计量</ TD> </ TR> <tr valign="top"> <TD> p.value </ TD> <TD>测试的p值</ TD> </ TR> <tr valign="top"> <TD> X> </ TD> <TD>工作AR顺序</ TD> </ TR> </ TABLE>