AutoDep {MixedIndTests}

Dependogram for Kendall's tau and Spearman's rho

Description

This function, used in EstDepSerial, draws the P-values of Kendall's tau and Spearman's rho for a given number of lags.

Usage

AutoDep(out)

Arguments

out

List of the output of EstDepSerial (P-values, subsets)

References

B.R Nasri (2021). Tests of serial dependence for arbitrary distributions

Examples

out <-EstDepSerial(SimAR1Poisson(c(5,0.4),100),10)
AutoDep(out)