bartels.test {lawstat} | R Documentation |
Bartels (1982) test for randomness that is based
on the ranked version of von Neumann's ratio (RVN).
Users can choose whether to test against two-sided, negative,
or positive correlation. NA
s from the data are omitted.
bartels.test(
y,
alternative = c("two.sided", "positive.correlated", "negative.correlated")
)
y |
a numeric vector of data values. |
alternative |
a character string specifying the alternative hypothesis,
must be one of |
A list of class "htest"
with the following components:
statistic |
the value of the standardized Bartels statistic. |
parameter |
RVN ratio. |
p.value |
the |
data.name |
a character string giving the names of the data. |
alternative |
a character string describing the alternative hypothesis. |
Kimihiro Noguchi, Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao
Bartels R (1982). “The rank version of von Neumann's ratio test for randomness.” Journal of the American Statistical Association, 77(377), 40–46. doi:10.1080/01621459.1982.10477764.
## Simulate 100 observations from an autoregressive model of
## the first order AR(1)
y = arima.sim(n = 100, list(ar = c(0.5)))
## Test y for randomness
bartels.test(y)
## Sample Output
##
## Bartels Test - Two sided
## data: y
## Standardized Bartels Statistic -4.4929, RVN Ratio =
## 1.101, p-value = 7.024e-06