tswge (version 2.1.0)

co.wge: Cochrane-Orcutt test for trend

Description

Performs the Cochrane-Orcutt to test for a linear trend in a time series realization.)

Usage

co.wge(x,maxp=5)

Value

z

Residuals from the fitted line

b0hat

Estimated y-intercept of the fitted line using the CO method

b1hat

Estimated slope of the fitted line using the CO method

z.order

Order, p, fit to the residuals

z.phi

Coefficients of the AR model fit to the residuals

pvalue

P-value of the CO test for the significance of the slope

tco

Cochrane-Orcutt test statistic.

Arguments

x

Realization

maxp

Maximum AR order allowed for AR model fit to residuals from least squares line

Author

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(global.temp)
          co.wge(global.temp,maxp=5)