stat_dep_ser {MixedIndTests}R Documentation

Computes the Kendall's taus and Spearman's rho for tests of randomness

Description

This function Computes the Kendall's taus and Spearman's rho for tests of randomness.

Usage

stat_dep_ser(x, lag)

Arguments

x

Time series

lag

Number of lags.

Value

tau

Kendall's taus for lags 1:lag

rho

Spearman's rhos for lags 1:lag

References

B.R Nasri (2021). Tests of serial dependence for arbitrary distributions

Examples

X <- SimAR1Poisson(c(5,0.2),100)
out <- stat_dep_ser(X,10)


[Package MixedIndTests version 1.2.0 Index]