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]