wntest: 'wntest' graphical test for white noise for a time series or...

In tsapp: Time Series, Analysis and Application

Description

wntest graphical test for white noise for a time series or a series of regression residuals

Usage

wntest(e, a, k = 0)

Arguments

e	vector, the time series (k = 0) or residuals (k > 0)
a	scalar, level of significance
k	scalar >= 0, number of regressors used to compute e as residuals

Value

tp vector, value of test statistic and p-value

Examples

data(WHORMONE)
out <- wntest(WHORMONE,0.05,0) 

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.