Since the data is dichotomous already, the nonparametric 'runs test' might be appropriate, though I am ignorant as to its properties (power in particular).
help(runs.test,package=tseries) Regards, Andreas ----- Original Message ----- From: "Patrick Burns" <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Cc: <[email protected]> Sent: Monday, October 31, 2005 6:49 PM Subject: Re: [R] How can I test temporal autocorrelation of binary data? > 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 > ______________________________________________ [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
