This Paper Discusses Two Nonlinearity Tests In Time Series Analysis, Which Are The Keenan’s Test And F-Test. The Tests Are Based On Time Domain Approach And Are Computationally Less Complex Than The Frequency Domain Approach. Both Tests Are Especially Suitable For Data Generated From BilinearudModel As Both Can Be Expressed In Volterra Expansion Form. In This Study, Programs For Both Tests Are Developed In S-Plus 2000 Package. Through Simulation Studies, It Will Be Shown That The Tests Work Well To Distinguish Linear From Nonlinear Data Set Generated From Bilinear Model. The Nonlinearity Tests Were Applied On Four Real Data Sets Which Have Nonlinear Characteristics And The Results Obtained Are Desirable.ududud
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机译：本文讨论了时间序列分析中的两个非线性检验，即Keenan检验和F检验。这些测试基于时域方法，并且计算上没有频域方法复杂。两种测试都特别适用于从Bilinear udModel生成的数据，因为两者都可以用Volterra扩展形式表示。在本研究中，这两个测试的程序都是在S-Plus 2000程序包中开发的。通过仿真研究，将表明该测试能够很好地区分线性与双线性模型生成的非线性数据集。将非线性检验应用于具有非线性特征的四个真实数据集，并且希望获得的结果是。 ud ud ud
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