nonlinearityTest {nonlinearTseries}R Documentation

Nonlinearity test

Description

Nonlinearity test

Usage

nonlinearityTest(time.series, verbose = TRUE)

Arguments

time.series

The original time.series from which the surrogate data is generated.

verbose

Logical value. If TRUE, a summary of each of the tests is shown.

Details

This function runs a set of nonlinearity tests implemented in other R packages including:

Value

A list containing the results of each of the tests.


[Package nonlinearTseries version 0.2.4 Index]