Mc.Leod.Li {NonlinearTSA} | R Documentation |
This function allows you to make Mc.Leod.Li nonlinearity test
Mc.Leod.Li(y, lag)
y |
series name, |
lag |
lag parameter, |
"lag stat pvalue" the lag order, the value of the test statistic and the probability of test statistic, respectively.
Burak Guris, R Uygulamalı Dogrusal Olmayan Zaman Serileri Analizi, DER Yayinevi, 2020.
x <- rnorm(1000)
Mc.Leod.Li(x, 10)
data(IBM)
Mc.Leod.Li(IBM,4)