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

[Andreas Hary]

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" <pburns at pburns.seanet.com>
To: <dschad at umich.edu>
Cc: <r-help at 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
> 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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