hwwntest
Tests of White Noise using Wavelets
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.
- Version1.3.2
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release09/13/2023
Documentation
Team
Guy Nason
Delyan Savchev
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Last 30 days
This package has been downloaded 187 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.
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Last 365 days
This package has been downloaded 3,787 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Apr 29, 2024 with 271 downloads.
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Dependencies
- Imports2 packages