Re: [R] Test for Random Walk and Makov Process

For random walk, there are entropy based tests (Robinson 1991), or you could empirically test the hypothesis by generating random normal data with the same mean and standard deviation and looking at the distribution of your quantiles. You could make generic statements also about whether or not t

[R] Test for Random Walk and Makov Process

Dear All I want to test my data for Random Walk or Markov Process. How I can do this. Many Thanks -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML versi