Tests of White Noise using Wavelets

Provides methods to test whether time series is consistent with white noise.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("hwwntest")

1.3.1 by Guy Nason, 2 years ago


Browse source code at https://github.com/cran/hwwntest


Authors: Delyan Savchev [aut] , Guy Nason [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license


Imports parallel, polynom, wavethresh


See at CRAN