hwwntest

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) are provided and, for comparison purposes this package also implements the B test of Bartlett (1967) . Functionality is provided to compute an approximation to the theoretical power of the general wavelet test in the case of general ARMA alternatives.

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.