d00.test: Test for white noise based on the coarsest scale Haar wavelet...

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

View source: R/d00.test.R

Description

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.

Usage

1

Arguments

x

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

Value

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

Author(s)

Delyan Savchev and Guy Nason

References

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

See Also

compute.rejection,hwwn.test

Examples

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#
# Test data set
#
x <- rnorm(30)
#
#
answer <- d00.test(x)
#
# My answer was:
#
#	d00 test on acfs
#
#data:  
#= -1.696, p-value = 0.08989

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