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.