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hwwntest  

Tests of White Noise using Wavelets
View on CRAN: Click here


Download and install hwwntest package within the R console
Install from CRAN:
install.packages("hwwntest")

Install from Github:
library("remotes")
install_github("cran/hwwntest")

Install by package version:
library("remotes")
install_version("hwwntest", "1.3.2")



Attach the package and use:
library("hwwntest")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-01-13
Latest Update: 2023-09-13
Description:
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.
How to cite:
Guy Nason (2015). hwwntest: Tests of White Noise using Wavelets. R package version 1.3.2, https://cran.r-project.org/web/packages/hwwntest. Accessed 11 Mar. 2026.
Previous versions and publish date:
1.3.1 (2018-08-03 13:10), 1.3 (2015-01-13 00:18)
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Complete documentation for hwwntest
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