GetFitHReg {ptest} | R Documentation |
The -2 loglikelihood ratio test statistic, -2LLR, is computed for testing for periodicity.
GetFitHReg(y, t = 1:length(y))
t |
Vector of corresponding time points. |
z |
Vector containing the series. |
To compute the likelihood ratio statistic, a harmonic regression model is fitted by the maximum likelihood estimations (MLE) according to the selected model. In particular, the frequency f is found by the grid search among En = {j/101 | j=1,…,50 and j/101 ≥ 1/n}. The MLE is equivalent to the least square estimation.
Vector of length 2 containing -2 loglikelihood ratio test statistic and the estimated frequency.
A.I. McLeod
Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.