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ptest (version 1.0-8)

GetFitFisherG: Compute the Fisher's g test statistic

Description

The Fisher's g test statistic is computed.

Usage

GetFitFisherG(z)

Arguments

z
Vector containing the series.

Value

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

References

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