Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Castiglioni, P. 2005. Barahona–Poon Test. Encyclopedia of Biostatistics. 1.
- Published Online: 15 JUL 2005
The Barahona–Poon test is used to detect nonlinear dynamics in time series. The method compares linear and nonlinear models fitted to the data, and rejects the null hypothesis of a linear model if at least one nonlinear model is significantly more predictive than all the linear models considered.
- linear time series;
- nonlinear time series;
- prediction errors