Test for non-white-noise
Purpose
Description
Macro Synopsis
Modules
Related Functions
References
Purpose
White-Noise-Test
Description
This function performs a Portmanteau test for white noise
yielding the significance of the signal not being white noise.
Return parameters (also shown in the message window) are
- test value Qm and
- the significance signif, i.e. the probability [0..1] of x
to be a random white noise process "by chance", where small values indicate significant differences from a white noise process.
Macro Synopsis
WhiteNoiseTest(x,&Qm,&signif);
signal x;
float Qm,signif;
Modules
Statistics
Related Functions
BDS test, Kolmogorov-Smirnov test,
Test for different histograms,
Test for different means, Test for different variances,
Test for non-normal-distributed data,
Test for the mean of a Gaussian, Test for the variance of a Gaussian,
Wilcoxon test
References
Diggle [60], Hollander/Wolfe [13], Lehmann [36]