public class BoxPierce extends HypothesisTest
The Box–Pierce statistic is computed as the weighted sum of squares of a sequence of autocorrelations.
The R equivalent function is Box.test.
k, N, pValue, testStatistics| Constructor and Description |
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BoxPierce(double[] xt,
int lag,
int fitdf)
Compute the Box–Pierce test statistic for examining the null hypothesis of independence in a given time series.
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| Modifier and Type | Method and Description |
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java.lang.String |
getAlternativeHypothesis()
Get a description of the alternative hypothesis.
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java.lang.String |
getNullHypothesis()
Get a description of the null hypothesis.
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isNullRejected, oneSidedPvalue, pValue, statisticspublic BoxPierce(double[] xt,
int lag,
int fitdf)
xt - a univariate time serieslag - the statistic will be based on lag autocorrelation coefficientsfitdf - number of degrees of freedom to be subtracted if x is a series of residualspublic java.lang.String getNullHypothesis()
HypothesisTestgetNullHypothesis in class HypothesisTestpublic java.lang.String getAlternativeHypothesis()
HypothesisTestgetAlternativeHypothesis in class HypothesisTest