If you mean you want to test that there is no autocorrelation, then there is some information on using the Ljung-Box test on such data in the working paper 'Robustness of the Ljung-Box test and its rank equivalent' on the Burns Statistics website.
The executive summary is that the test seems to do okay as long as one of the values is not too dominant. What 'dominant' means depends on the length of the series. If some one has a better answer, I'm keen to hear it. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User") [EMAIL PROTECTED] wrote: >Hi, > >I have a binary (o/1 - coded) data set and want to test it's autocorrelation >structure. Is that function implemented in R? >Can I use the ACF - funtion with binary data? > >Thanks for your help, >Daniel > >______________________________________________ >[email protected] mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
