Keenan's test: test for nonlinearity against the null hypothesis that the time series follows some AR process.
keenanTest(time.series, ...)A list containing the results of the test, including:
test.stat: the F-squared test statistic
df1 and df2: the degrees of freedom of the test statistic.
p.value.
order: order of the AR process used for testing.
The original time.series.
Additional arguments for the ar function.
Keenan, D. M. (1985), A Tukey nonadditivity-type test for time series Nonlinearity, Biometrika, 72, 39-44.
nonlinearityTest, tsayTest,
mcleodLiTest,thresholdTest