normwhn.test-package: Normality and White Noise Testing
Description
Multivariate and Univariate Normality Tests (See Doornik and Hansen (1994)). Also a Univariate Test for White Noise (See Lobato and Velasco (2004))Details
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Package: |
| normwhn.test |
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Type: |
| Package |
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Version: |
| 1.0 |
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Date: |
| 2010-08-02 |
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License: |
| GPL-3 |
References
Doornik, J.A., and H. Hansen (1994). "An Omnibus Test for Univariate and Multivariate Normality", Working Paper, Nuffield College,
Oxford University, U.K.
Lobato, I., and C. Velasco (2004). "A Simple Test of Normality of Time Series", Econometric Theory, 20, pp. 671-689, Cambridge University Press.
Lobato, I., and C. Velasco (2004). "A Simple and General Test for White Noise", Econometric Society, Latin-America Meetings, Paper No. 112