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Provides methods to test whether time series is consistent with white noise. Two new tests based on Haar wavelets and general wavelets described by Nason and Savchev (2014) <doi:10.1002/sta4.69> are provided and, for comparison purposes this package also implements the B test of Bartlett (1967) <doi:10.2307/2333850>. Functionality is provided to compute an approximation to the theoretical power of the general wavelet test in the case of general ARMA alternatives.
| Version: | 1.3.2 |
| Depends: | R (≥ 3.3) |
| Imports: | parallel, polynom, wavethresh |
| Published: | 2023-09-13 |
| DOI: | 10.32614/CRAN.package.hwwntest |
| Author: | Delyan Savchev [aut], Guy Nason [aut, cre] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | hwwntest results |
| Reference manual: | hwwntest.pdf |
| Package source: | hwwntest_1.3.2.tar.gz |
| Windows binaries: | r-devel: hwwntest_1.3.2.zip, r-release: hwwntest_1.3.2.zip, r-oldrel: hwwntest_1.3.2.zip |
| macOS binaries: | r-release (arm64): hwwntest_1.3.2.tgz, r-oldrel (arm64): hwwntest_1.3.2.tgz, r-release (x86_64): hwwntest_1.3.2.tgz, r-oldrel (x86_64): hwwntest_1.3.2.tgz |
| Old sources: | hwwntest archive |
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