Description Usage Arguments Value Author(s) References See Also Examples

Computes the coarsest scale Haar wavelet coefficient of the periodogram but directly using a formula based on a particular linear combination of autocorrelation coefficients. Then performs a hypothesis test by comparing the test statistic to a standard normal distribution.

1 | ```
d00.test(x)
``` |

`x` |
The time series you want to test, of arbitrary length. |

An object of class `htest`

containing the following components.

`statistic` |
The test statistic |

`p.value` |
The p-value of the test |

`method` |
A test string indicating the method |

Delyan Savchev and Guy Nason

Nason, G.P. and Savchev, D. (2014) White noise testing using
wavelets. *Stat*, **3**, 351-362.
http://dx.doi.org/10.1002/sta4.69

1 2 3 4 5 6 7 8 9 10 11 12 13 14 |

hwwntest documentation built on Aug. 6, 2018, 5:02 p.m.

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