pseudo_gaussian_test

pseudo_gaussian_test() function gives the value of the statistic test, \(T^{(n)}\), for detecting periodicity of parameters in the regression model. See check_periodicity function.

Provides tools for fitting periodic coefficients regression models to data where periodicity plays a crucial role. It allows users to model and analyze relationships between variables that exhibit cyclical or seasonal patterns, offering functions for estimating parameters and testing the periodicity of coefficients in linear regression models. For simple periodic coefficient regression model see Regui et al. (2024) <doi:10.1080/03610918.2024.2314662>.

Slimane Regui

PerRegMod

Fitting Periodic Coefficients Linear Regression Models

Abdelhadi Akharif

Amal Mellouk

pseudo_gaussian_test function

<dl> <dt>x</dt>
<dd>A list of independent variables with dimension \(p\).</dd> <dt>z</dt>
<dd>The residuals vector.</dd> <dt>s</dt>
<dd>A period of the regression model.</dd></dl>

Arguments

Detecting periodicity of parameters in the regression model — pseudo_gaussian_test

<dl>

 <dt>x</dt>
<dd>A list of independent variables with dimension \(p\).</dd>

 <dt>z</dt>
<dd>The residuals vector.</dd>

 <dt>s</dt>
<dd>A period of the regression model.</dd>

</dl>

pseudo_gaussian_test: Detecting periodicity of parameters in the regression model

Description

Usage

Value

Arguments