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Barahona–Poon Test

  1. Paolo Castiglioni

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a12006

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Castiglioni, P. 2005. Barahona–Poon Test. Encyclopedia of Biostatistics. 1.

Author Information

  1. Centro di Bioingegneria, Milan, Italy

Publication History

  1. Published Online: 15 JUL 2005

Abstract

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.

Keywords:

  • linear time series;
  • nonlinear time series;
  • chaos;
  • prediction errors