阅读背景:

什么是与Stata的portmanteau (Q)测试在R中白噪声的测试?

来源:互联网 

Stata includes a a command (wntestq) that it calls the "portmanteau Q test for white noise." There seem to a variety of related tests in different packages in R. That said, most of these seem designed specifically for data in various time series formats and none that I could find that operate on a single variable.) that it ca




你的当前访问异常,请进行认证后继续阅读剩余内容。

分享到: