GetFitExtendedG {ptest} | R Documentation |
The extended Fisher's g te statistic is computed for testing for periodicity.
GetFitExtendedG(y)
y |
Vector containing the series. |
Extend the Fisher's g test by enlarging the searching region of the frequency from the fourier frequencies to be En = {j/101 | j=1,…,50 and j/101 ≥ 1/n}.
Vector of length 2 containing the modified Fisher's G test statistic and the frequency for the maximum periodogram.
Yuanhao Lai
Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.