wbg.boot.wge

Performs the Woodward-Bottone-Gray (WBG) bootstrap-based test for a linear trend in a time series realization.)

bootstrap

 regression

 Trend Test 

 Woodward-Bottone-Gray

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

wbg.boot.wge function

<dl> <dt>x</dt>
<dd>Realization</dd> <dt>nb</dt>
<dd>The number of Bootstrap replications (default is 399)</dd> <dt>alpha</dt>
<dd>The significance level of the test (default is .05)</dd> <dt>pvalue</dt>
<dd>Logical variable. TRUE(default) prints out the p-value of the test.</dd> <dt>sn</dt>
<dd>Sets the seed for the simulations (default = 0))</dd></dl>

Arguments

Author

Woodward-Bottone-Gray test for trend — wbg.boot.wge

<dl>

 <dt>x</dt>
<dd>Realization</dd>

 <dt>nb</dt>
<dd>The number of Bootstrap replications (default is 399)</dd>

 <dt>alpha</dt>
<dd>The significance level of the test (default is .05)</dd>

 <dt>pvalue</dt>
<dd>Logical variable. TRUE(default) prints out the p-value of the test.</dd>

 <dt>sn</dt>
<dd>Sets the seed for the simulations (default = 0))</dd>

</dl>

wbg.boot.wge: Woodward-Bottone-Gray test for trend

Description

Usage

Value

Arguments

Author

References

Examples