In neural coding, ultra fine electrodes are used to record spike trains from the brains (neurons) of awake animals such as rats, cats and monkeys. However, analogue signals such as electroencephalography and local field potentials are also recorded. The aim of such experiments is to study the dynamics of the brain with potential development of true neural prosthetics. One problem that arises in extracting information from these recordings is joint modelling of both point processes and analogue signals. Here, we develop for the first time a test for independence between an analogue signal and a point process.