R help - Aug 2003 - Breusch-Godfrey Test

> Dear R Helpers!
> 
> bgtest{lmtest} performs the Breusch-Godfrey test for higher 
> order serial 
> correlation.
> 
> Is the Higher Order Correlation function already programmed in
> R I couldn't find it?
> 
> Sergei Petrov
> 
?acf
?pacf

HTH,

Bernhard


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Dear R Helpers!

bgtest{lmtest} performs the Breusch-Godfrey test for higher order serial 
correlation.

Is the Higher Order Correlation function already programmed in
R I couldn't find it?

Sergei Petrov

Hello,

I would like to have variables whose name are var1, var2, ... in a loop :

for (i in 1:10)
{
    var(i) <- i # where var(i) is var1, ....
}

Thanks in advance

Philippe

Pfaff, Bernhard ?????:
>>Dear R Helpers!
>>
>>bgtest{lmtest} performs the Breusch-Godfrey test for higher 
>>order serial 
>>correlation.
>>
>>Is the Higher Order Correlation function already programmed in
>>R I couldn't find it?
> ?acf
> ?pacf
> 


Reconstructing attractors with higher order correlation

Abstract: We propose a novel criterion of deciding time delays for
reconstructing attractors from a single variable time series. Our
criterion considers higher order correlation functions, and finds the
convergence values of the extrema. In order to see how our method works
well, we analyze two numerical examples by observing the shapes of
reconstructed attractors and calculating phase space continuities. Our
method can be a good criterion to set appropriate time delays on
reconstructing attractors as a...

http://citeseer.nj.nec.com/45333.html
http://citeseer.nj.nec.com/rd/69920074%2C45333%2C1%2C0.25%2CDownload/http://citeseer.nj.nec.com/cache/papers/cs/2330/http:zSzzSzikeguchi.te.noda.sut.ac.jpzSz%7EtohruzSzjaponaiszSzWorkszSzproceedingszSznolta97-2.pdf/reconstructing-attractors-with-higher.pdf


Sergei Petrov