bartels.test {lawstat}R Documentation

Ranked Version of von Neumann's Ratio Test for Randomness

Description

This function performs the Bartels test for randomness which 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. NAs from the data are omitted.

Usage

bartels.test(y, alternative = c("two.sided", "positive.correlated", 
             "negative.correlated"))

Arguments

y a numeric vector of data values.
alternative a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "negative.correlated" or "positive.correlated".

Value

A list with the following components.

statistic the value of the standardized Bartels statistic.
parameter RVN Ratio.
p.value the p-value for the test.
data.name a character string giving the names of the data.
alternative a character string describing the alternative hypothesis.

Author(s)

Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

Bartels, R (1982), Journal of the American Statistical Association, Volume 77, Number 377, 40-46.

See Also

runs.test

Examples

## 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

[Package lawstat version 2.2 Index]