Tests of White Noise using Wavelets

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


Reference manual

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1.3.1 by Guy Nason, 3 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