Test of non-linearity Matlab script

Publisher review:
Test of non-linearity - A bootstrap test of non-linearity for time series data There are three M-files:1. third.m, calculates the third-order moment for a time series2. aaft.m, calculates the Amplitude Adjusted Fourier Transform (for more details see: D. Kugiumtzis, Surrogate data test for nonlinearity including monotonic transformations, Phys Rev E, vol. 62, 1, 2000) 3. boot.m, uses the above two m-files to calculate a bootstrap test of non-linearity. The graphical output from the test is useful for: a) identifying the type of non-linearity, and b)informally checking non-stationarity.Full details of the test are in the paper: Barnett & Wolff, A Time-Domain Test for Some Types of Nonlinearity, IEEE Transactions on Signal Processing (2005, vol 53, issue 1). Requirements: · MATLAB Release: R11
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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