wbg.boot.wge {tswge} | R Documentation |
Woodward-Bottone-Gray test for trend
Description
Performs the Woodward-Bottone-Gray (WBG) bootstrap-based test for a linear trend in a time series realization.)
Usage
wbg.boot.wge(x,nb=399,alpha=.05,pvalue=TRUE,sn=0)
Arguments
x |
Realization |
nb |
The number of Bootstrap replications (default is 399) |
alpha |
The significance level of the test (default is .05) |
pvalue |
Logical variable. TRUE(default) prints out the p-value of the test. |
sn |
Sets the seed for the simulations (default = 0)) |
Value
p |
AR order used for the bootstrap simulations |
phi |
The AR coefficients of the AR model fit to data |
pv |
The p-value of the test |
Author(s)
Wayne Woodward
References
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
Examples
data(global.temp)
wbg.boot.wge(global.temp)
[Package tswge version 2.1.0 Index]