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hwwntest
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]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-01-13
Latest Update: 2023-08-19
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 02 Feb. 2025.
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imports, suggests or enhances
Complete documentation for hwwntest
Functions, R codes and Examples using
the hwwntest R package
Some associated functions: Macdonald . bartlettB.test . compute.rejection . cumperiod . d00.test . genwwn.powerplot . genwwn.test . genwwn.thpower . hwwn.dw . hwwn.test . hwwntest-package . hywavwn.test . hywn.test . sqcoefvec . sqndwd . sqndwdecomp . sqwd .
Some associated R codes: Macdonald.R . bartlettB.test.R . compute.rejection.R . cumperiod.R . d00.test.R . genwwn.powerplot.R . genwwn.test.R . genwwn.thpower.R . hwwn.dw.R . hwwn.test.R . hywavwn.test.R . hywn.test.R . sqcoefvec.R . sqndwd.R . sqndwdecomp.R . sqwd.R . Full hwwntest package functions and examples
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