WNtest.Bartlett: Perform Bartlett's test for whether a time series is iid...

View source: R/tscourse.R

WNtest.BartlettR Documentation

Perform Bartlett's test for whether a time series is iid Normal.

Description

Perform Bartlett's test for whether a time series is iid Normal.

Usage

WNtest.Bartlett(X, plot = FALSE)

Arguments

X

a vector containing time series data.

plot

if TRUE a plot of the cumulative periodogram is generated, on which the Kolmogorov-Smirnov bounds are displayed.

Value

the p value of Bartlett's test

This function performs Bartlett's test for whether the time series is iid Normal.


gregorkb/tscourse documentation built on Oct. 3, 2022, 5:31 p.m.