turning.point.test {hacks} | R Documentation |
'turning.point.test' is a non-parametric test, used to test the null hypothesis that the input are values of independent and identically distributed random variables. We say that there is a turning point at time i
, 1<i<n
, if y_{i-1}<y_i
and y_i>y_{i+1}
or if y_{i-1} > y_i
and y_i < y_{i+1}
.
turning.point.test(x)
x |
a vector or a time series object. |
Vicky Yang
Brockwell and Davis (2002) Introduction to Time Series and Forecasting. Chapter 1. New York: Springer.
difference.sign.test
, rank.test
# sequence with dependency x <- arima.sim(n = 150, list(ar = c(0.889))) turning.point.test(x) # iid sequence turning.point.test(rnorm(200))