[R] How can I test temporal autocorrelation of binary data?

[Pfaff, Bernhard Dr.]

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
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

dschad at umich.edu 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
>
>______________________________________________
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