normwhn.test-package: Normality and White Noise Testing

In normwhn.test: Normality and White Noise Testing

Description

Multivariate and Univariate Normality Tests (See Doornik and Hansen (1994)). Also a Univariate Test for White Noise (See Lobato and Velasco (2004))

Details

Package:	normwhn.test
Type:	Package
Version:	1.0
Date:	2010-08-02
License:	GPL-3

Author(s)

Peter Wickham Maintainer: Peter Wickham <[e-mail]

References

Doornik, J.A., and H. Hansen (1994). "An Omnibus Test for Univariate and Multivariate Normality", Working Paper, Nuffield College, Oxford University, U.K. Lobato, I., and C. Velasco (2004). "A Simple Test of Normality of Time Series", Econometric Theory, 20, pp. 671-689, Cambridge University Press. Lobato, I., and C. Velasco (2004). "A Simple and General Test for White Noise", Econometric Society, Latin-America Meetings, Paper No. 112

normwhn.test documentation built on May 2, 2019, 10:59 a.m.