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ptest (version 1.0-8)

GetFitExtendedG: Compute the extended Fisher's g test statistic

Description

The extended Fisher's g te statistic is computed for testing for periodicity.

Usage

GetFitExtendedG(y)

Arguments

y
Vector containing the series.

Value

Vector of length 2 containing the modified Fisher's G test statistic and the frequency for the maximum periodogram.

Details

Extend the Fisher's g test by enlarging the searching region of the frequency from the fourier frequencies to be $En = {j/101 | j=1,\dots,50 and j/101 \ge 1/n}$.

References

Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.