If the value of the statistic is significantly different for the original series than for the surrogate set, the null hypothesis is rejected and non-linearity assumed.
[3] The particular surrogate data testing method to be used is directly related to the null hypothesis.
In this hypothesis, the static measurement function is one which depends only on the present value of its argument, not on past ones.
However, we often observe data with obvious periodicity, for example, annual sunspot numbers, electrocardiogram (ECG) and so on.
Time series exhibiting strong periodicities are clearly not consistent with the linear null hypotheses.