wntest function

wntest graphical test for white noise for a time series or a series of regression residuals

wntest(e, a, k = 0)

Arguments

• e: vector, the time series (k = 0) or residuals (k > 0)
• a: scalar, level of significance
• k: scalar >= 0, number of regressors used to compute e as residuals

Returns

tp vector, value of test statistic and p-value

Examples

data(WHORMONE)
out <- wntest(WHORMONE,0.05,0)