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Identify statistical tests to be implemented #23

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milktrader opened this issue May 10, 2014 · 5 comments
Open
1 of 7 tasks

Identify statistical tests to be implemented #23

milktrader opened this issue May 10, 2014 · 5 comments

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@milktrader
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Another placeholder for future implementations. Any that overlap with StatsBase should be removed.

  • Augmented Dickey-Fuller (unit root)
  • Phillips-Perron (unit root)
  • KPSS (unit root)
  • Shapiro-Wilks (normality)
  • Jaques-Berra (3rd and 4th moments for normality)
  • Ljung-Box (auto correlation)
  • Durbin-Watson (auto correlation)
@milktrader
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I think the normality tests should probably live in StatsBase

@milktrader
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jbtest has been moved from the test/ directory to a new file named diagnostic_tests.jl, where these tests will live. (the name for the new file is a bit awkward but it's at least descriptive) 😄

@milktrader milktrader mentioned this issue May 20, 2014
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@milktrader milktrader mentioned this issue Oct 23, 2015
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@BenjaminBorn
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If someone is looking for these tests, most have by now been implemented in HypothesisTests.jl.

@milktrader
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Which ones? I'll mark them off here

@BenjaminBorn
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BenjaminBorn commented Sep 11, 2017 •
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See the check list at the top of JuliaStats/HypothesisTests.jl#16

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@milktrader @BenjaminBorn