Benjamin Born
Benjamin Born
Ok, thanks for the quick reply. Is there any way we could adapt the standard Markdown of the notebook to Julia idiosyncrasies?
I had the same problem when adding one-sided Chi^2 based tests in #87. It's confusing that the report states "two-sided p-value". ``` julia> LjungBoxTest(y,2) Ljung-Box autocorrelation test ------------------------------ Population details:...
Can this be closed? The link to the p-value documentation is now quite prominent in the [FisherExactTest documentation](http://juliastats.github.io/HypothesisTests.jl/stable/nonparametric.html#Fisher-exact-test-1) and it can be seen without clicking on the link that a...
I have started implementing autocorrelation tests in #87 and #89.
Ok, ADF test is here #92. Please feel free to comment. @milktrader Should we move the Jarque-Berra test to HypothesisTests as well? It seems a bit lost in TimeModels if...
I have added the Jarque-Bera test to HypothesisTests (see #95). Concerning TimeModels, it seems it consists of two main parts. ARIMA modelling based on a state-space approach and some GARCH...
Durbin-Watson test added in #102.
What's the status of this PR? Would be great to have Spearman test in the package.
Do you know yet when you are going to update to 0.7./1.0 and register the package?
Thanks for asking. The use case is likelihood based estimation of a state-space model with potentially large-ish state space. Think of a type of Metropolis Hastings.