test_op

docblock

test_op(ts; chart_choice, m=3, d=1, alpha=0.05)

Perform the asymptotic hypothesis test for serial dependence based on ordinal patterns and return an OPTestResult containing the test statistic, the asymptotic critical value, the p-value, and the reject decision.

ts: the time series.
chart_choice: one of Shannon(), ShannonExtropy(), DistanceToWhiteNoise(), UpDownBalance(), Persistence(), RotationalAsymmetry(), UpDownScaling(). Asymptotic theory is available for m = 3 (and m = 2 for Shannon(), DistanceToWhiteNoise(), and UpDownBalance()). For Shannon and ShannonExtropy, the statistic is in the logarithm base of the chart, which must be larger than 1. Both default to base 2 in ComplexityMeasures.jl; use Shannon(base=exp(1)) for the natural logarithm used in the papers. Statistic and critical value are both in that base, so the test decision and the p-value do not depend on it.
m::Int=3: length of the ordinal patterns.
d::Int=1: delay between observations of a pattern.
alpha=0.05: significance level. For pattern lengths without asymptotic theory, use test_op_bootstrap.