Sn_serial {MixedIndTests}R Documentation

Computes the Cramer-von Mises statistic Sn for the test of randomness

Description

This function computes the Cramer-von Mises statistic for a tests of randomness for p consecutives values X(1), ..., X(p). Useful for traditional bootstrapping.

Usage

Sn_serial(x, p)

Arguments

x

Time series

p

Number of consecutive observations

Value

stats

Cramer-von Mises statistics Sn

References

B.R Nasri (2022). Tests of serial dependence for arbitrary distributions

#'@examples X <- SimAR1Poisson(c(5,0.2),100) out <- Sn_serial(X,5,3)


[Package MixedIndTests version 1.2.0 Index]