tableEg


This data set is used to build up the response surface regressions 
in order to obtain the p-values for the extended Fisher's G test.
The simulation set-up of the response surface regression method is 
i.i.d. statistics of length 10^6 with 500 replications and the
interpolated series sizes are c(8:19,seq(20,50,2),seq(55,100,5)).


internal

Implements p-value computations using an approximation to the cumulative distribution function for a variety of tests for periodicity. These tests include harmonic regression tests with normal and double exponential errors as well as modifications of Fisher's g test. An accompanying vignette illustrates the application of these tests.

A.I. McLeod

ptest

Periodicity Tests in Short Time Series

tableEg function

A list object with the following components: <code>model_matrix</code>: A matrix with the estimated coefficents 
                     for the Response Surface Regressions (one row per quantile). <code>nc</code>: a vectpr of the lengths of the simulated series. <code>pc</code>: A vector containing all probabilities at which  
           the quantiles are estimated. <code>r</code>: the rate in the basis function g(n)=(1/n)^r. <code>q</code>: the number of parameters (except the intercept) used in 
          the response surface regression, the intercept term is removed if negative.

tableEg: The result for the RSR method with respect to the extended Fisher's G test

Description

Usage

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References