Testing for unspecified periodicities in binary time series
二元时间序列中未知周期性的检验
Given independent random variables $Y_1, \ldots, Y_n$ with $Y_i \in \{0,1\}$ we test the hypothesis whether the underlying success probabilities $p_i$ are constant or whether they are periodic with an unspecified period length of $r \ge 2$. The test relies on an auxiliary integer $d$ which can be chosen arbitrarily, using which a new time series of length $d$ is constructed. For this new time series, the test statistic is derived according to the classical $g$ test by…