R: Ranked Version of von Neumann's Ratio Test for Randomness
bartels.test
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)
Kimihiro Noguchi, Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao
References
Bartels, R. (1982) The Rank Version of von Neumann's Ratio Test for Randomness,
Journal of the American Statistical Association, 77, 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