Turning-points stationarity test

Counts strict turning points and z-scores against the i.i.d. expectation 2(n-2)/3. |z| < 1.96 is consistent with weak stationarity at the 5 percent level.

Usage

morie_dsp_turning_points(x)

Arguments

x

Numeric vector.

Value

List with turning_points, expected, z_statistic, stationary.

References

Rangayyan & Krishnan (2015), Ch. 3, sec. 3.2.