wntest {tsapp}

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

Description

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

Usage

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

Value

tp vector, value of test statistic and p-value

Examples

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