ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION

Abstract

For testing the hypothesis of randomness against the alternative that the variables are autocorrelated, we propose a new serial rank statistic G_N and compute the Pitman efficiency of the test based on the statistic G_N relative to that based on the autocorrelation coefficient. The serial rank test based on the proposed statistic is applied to some examples.

Journal

Journal of the Japanese Society of Computational Statistics   [List of Volumes]

Journal of the Japanese Society of Computational Statistics 4(1), 25-34, 1991-12  [Table of Contents]

Japanese Society of Computational Statistics

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Codes

  • NII Article ID (NAID) :
    110001235583
  • NII NACSIS-CAT ID (NCID) :
    AA10823693
  • Text Lang :
    ENG
  • ISSN :
    09152350
  • Databases :
    NII-ELS 

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