periodic_acf1_test

Performs McLeod's test for periodic autocorrelation.

pcstat

Classes and methods for modelling and simulation of
periodically correlated (PC) and periodically integrated time
series. Compute theoretical periodic autocovariances and related
properties of PC autoregressive moving average models. Some original
methods including Boshnakov & Iqelan (2009)
<doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996)
<doi:10.1111/j.1467-9892.1996.tb00281.x>.

Georgi Boshnakov

pcts

Periodically Correlated and Periodically Integrated Time Series

periodic_acf1_test function

<dl> <dt>acf</dt>
<dd>sample periodic autocorrelation function</dd> <dt>nepochs</dt>
<dd>the number of epochs used to get the acf</dd></dl>

Arguments

Author

McLeod's test for periodic autocorrelation — periodic_acf1_test

<dl>

 <dt>acf</dt>
<dd>sample periodic autocorrelation function</dd>

 <dt>nepochs</dt>
<dd>the number of epochs used to get the acf</dd>

</dl>

periodic_acf1_test: McLeod's test for periodic autocorrelation

Description

Usage

Value

Arguments

Author

Details

References