wbg.boot.wge {tswge} | R Documentation |
Performs the Woodward-Bottone-Gray (WBG) bootstrap-based test for a linear trend in a time series realization.)
wbg.boot.wge(x,nb=399,alpha=.05,pvalue=TRUE,sn=0)
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)) |
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 |
Wayne Woodward
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
data(global.temp)
wbg.boot.wge(global.temp)