SuanShu, a Java numerical and statistical library



com.numericalmethod.suanshu.stats.test.timeseries.portmanteau
Class BoxPierce

java.lang.Object
  extended by com.numericalmethod.suanshu.stats.test.HypothesisTest
      extended by com.numericalmethod.suanshu.stats.test.timeseries.portmanteau.BoxPierce
Direct Known Subclasses:
LjungBox

Deprecated. use LjungBox

@Deprecated
public class BoxPierce
extends HypothesisTest

The Box-Pierce test (named for George E. P. Box and David A. Pierce) is a portmanteau test for autocorrelated errors. A portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. The Box-Pierce statistic is computed as the weighted sum of squares of a sequence of autocorrelations.

The R equivalent function is Box.test.

See Also:

Constructor Summary
BoxPierce(double[] x, int lag, int fitdf)
          Deprecated. Perform the Box-Pierce test to check auto-correlation in a time series.
 
Method Summary
 String getAlternativeHypothesis()
          Deprecated. Get the description of the alternative hypothesis.
 String getNullHypothesis()
          Deprecated. Get a description of the null hypothesis.
 double pValue()
          Deprecated. Get the p-value for the test statistics.
 double statistics()
          Deprecated. Get the test statistics.
 
Methods inherited from class com.numericalmethod.suanshu.stats.test.HypothesisTest
isNullRejected, nGroups, nObs, oneSidedPvalue
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

BoxPierce

public BoxPierce(double[] x,
                 int lag,
                 int fitdf)
Deprecated. 
Perform the Box-Pierce test to check auto-correlation in a time series.

Parameters:
x - a univariate time series
lag - the number of lags to check
fitdf - the degrees of freedom to be subtracted if x is a series of residuals
Method Detail

getNullHypothesis

public String getNullHypothesis()
Deprecated. 
Description copied from class: HypothesisTest
Get a description of the null hypothesis.

Specified by:
getNullHypothesis in class HypothesisTest
Returns:
the null hypothesis description
See Also:
Wikipedia: Null hypothesis

getAlternativeHypothesis

public String getAlternativeHypothesis()
Deprecated. 
Description copied from class: HypothesisTest
Get the description of the alternative hypothesis.

Specified by:
getAlternativeHypothesis in class HypothesisTest
Returns:
the alternative hypothesis description
See Also:
Wikipedia: Alternative hypothesis

statistics

public double statistics()
Deprecated. 
Description copied from class: HypothesisTest
Get the test statistics.

Specified by:
statistics in class HypothesisTest
Returns:
the test statistics
See Also:
Wikipedia: Test statistic

pValue

public double pValue()
Deprecated. 
Description copied from class: HypothesisTest
Get the p-value for the test statistics.

Specified by:
pValue in class HypothesisTest
Returns:
the p-value
See Also:
Wikipedia: P-value


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