Homepage: Jan G. De Gooijer

  • Home
  • Publications
  • Springer Book
    • Table of Content
    • Chapter 1
    • Chapter 2
    • Chapter 3
    • Chapter 4
    • Chapter 5
    • Chapter 6
    • Chapter 7
    • Chapter 8
    • Chapter 9
    • Chapter 10
    • Chapter 11
    • Chapter 12
    • Errata
    • Reviews
  • DATA SETS
  • CONTACT
  • Home
  • Publications
  • Springer Book
    • Table of Content
    • Chapter 1
    • Chapter 2
    • Chapter 3
    • Chapter 4
    • Chapter 5
    • Chapter 6
    • Chapter 7
    • Chapter 8
    • Chapter 9
    • Chapter 10
    • Chapter 11
    • Chapter 12
    • Errata
    • Reviews
  • DATA SETS
  • CONTACT
Picture

Chapter 4: Frequency-Domain Tests

Data Sets
Exercise_4-5-data.zip
Dataresults_bilinear.dat
Dataresults_chi.dat
Dataresults_normal.dat
Computer Codes
​Examples:
Example_4-4.zip                             
Section_4-5.zip   
​
Exercises:
Exercise_4-4.zip 
Exercise_4-4b.zip
Exercise_4-5.zip  ​

​Miscellanea:
Hinich-tests.zip 
Nonlinear-toolbox.zip    
Simulation-freq-domain-tests.zip​
Subba-Rao-program4.zip

​​Figures 

Figures-Chapter-4-exercises.zip          
Figures-Chapter-4-exerrcises-jpg.zip   


(M code)
(M code)
​​
​(R code)
​(M code)
(R code)
​
​
(F code)
(exes file)
(M code)
(F code)
​​
(EPS format)
​(JPEG format)
​Links to  Websites with  Supplementary Material
  • Click on the following link for getting access to the personal website of the late Melvin J. Hinich.  The site contains FORTRAN77 codes linked to the many contributions Mel made in the area of (non)linear time series analysis and signal processing.
  • Click on the following link for getting access to Richard Ashley’s homepage  with software (FORTRAN77 executable) linked to the book by Patterson and  Ashley (2000). A Nonlinear Time Series Workshop, Kluwer Academic Publishers, Norwell, MA.
  • Click on the following link for getting access to MATLAB Central  File Exchange with three M-files for testing nonlinearity. Full details of the test statistic are in the paper by Barnett and  Wolff  (2005, IEEE Transactions on Signal Processing).
Last modified: January 2023

Copyright ©2022 Jan G. De Gooijer, All Rights Reserved