Sorry for the delay in replying. Have you tried reading the paper in the 'IEEE Transactions on Signal Processing', vol 53, issue 1, pages 26-33?
There are two parts to the output: i) A graphical part that shows the co-ordinates of the third order moment that are outside the test limits, ii) An overall boostrap test of non-linearity based on the third order moment.
Dear Adrain,
Thank you for sharing the code.
I notice that the codes are bootstraps using AAFT mehtods.
Could you please send me this nonlinearity test method code with CAAFT?
thanks very much!
Gan
Sorry for the delay in replying. Have you tried reading the paper in the 'IEEE Transactions on Signal Processing', vol 53, issue 1, pages 26-33?
There are two parts to the output: i) A graphical part that shows the co-ordinates of the third order moment that are outside the test limits, ii) An overall boostrap test of non-linearity based on the third order moment.
Dear Adrain,
Thank you for sharing the code. I ran tha code with a dataset. However, I could read the out comes properly. is there any clear way of explaining the outcomes. ow to interpret the results.
thanks
