Re: [R] How can I test temporal autocorrelation of binary data?
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: r-help@stat.math.ethz.ch 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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] How can I test temporal autocorrelation of binary data?
Depending on what you are really want to infer from the autocorrelations, you want to consider the runs-test, too. HTH, Bernhard 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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html* Confidentiality Note: The information contained in this message, and any attachments, may contain confidential and/or privileged material. It is intended solely for the person(s) or entity to which it is addressed. Any review, retransmission, dissemination, or taking of any action in reliance upon this information by persons or entities other than the intended recipient(s) is prohibited. If you received this in error, please contact the sender and delete the material from any computer. * __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] How can I test temporal autocorrelation of binary data?
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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
