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The meaning of P value is probability which should be number between 0 (the event never occurs) and 1 (the event occurs always). significance testing for periodicity using Matlab gives a documentation on how to apply Fisher's statistics to a time series signal for periodicity testing. Some concepts are unclear to me and I shall be grateful for an intuitive answer:

Q1: In my example, I want to prove if the signal is periodic or not. So something that I want to prove to be true becomes the null hypothesis statement? Thus, would

 H0: the signal is periodic and H1: not periodic?

Q2: For my signal I got the value of pval = 2.3e-6, fmax (the maximum frequency) = 0.0078 and fisher_g = 0.1136. How do I interpret this result? Is my signal periodic or not?

Q3: If the calculated pval is less than the threshold which usually is taken as 0.05 then do we reject the null hypothesis? In the documentation it is the opposite and the threshold is 0.000001 which I do not know how it has come. I am confused! Please correct me where wrong.

Sm1
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  • There are several questions here. The duplicate addresses the more fundamental ones. After you have had a chance to read it, you might want to edit and focus this post on anything that hasn't been cleared up. – whuber May 06 '21 at 20:41
  • My question is completely different from the one linked as duplicate. My question is different in two aspects-(1) I am trying to understand how to design a hypothesis and which statement goes under what type of hypothesis. (2) I got a pvalue of say 1 for one experiment using one type of time series and for another experiment using another time series I got a different pvalue of say 2.3e-6. Under the hypothesis, would the first experiemtn be considered as a nonlinear time series and the second one as periodic? – Sm1 May 06 '21 at 20:55
  • You're right. I apologize! Somehow I linked to the wrong thread; I have updated that. The information given in the duplicate ought to make the answers to your questions obvious. – whuber May 07 '21 at 13:21

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