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]