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
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