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help for ^wntestf^                                            (STB-34:  sts12)
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A periodogram-based test for white noise
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    ^wntestf^ var [^if^ exp] [^in^ range] [^nogr^aph ^lev^el^(^#^)^ 
        ^t(^varname_t^)^ ^xla^bel^(^#^,^...^,^#^) yla^bel^(^#^,^...^,^#^)^
        ^sa^ving^(^string^) t1^title^(^string^)^ graph_options]

    ^bartcdf b^

    ^bartq u^

    
Description
-----------

^wntestf^ test whether a variable could be from a white noise process.

^bartcdf b^ calculates G(b) and places its value in the global macro S_1.

^bartq u^ calculates the value q of the random variable B such that G(q)=u 
and places the result in the global macro S_2.


Options
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^nograph^ suppresses drawing the graph.

^level(^#^)^ specifies the confidence level, in percent, for the confidence 
    bands in the graph if the graph is to be drawn. The default is ^level(^95^)^
    or as set by ^set level^; see ^[U] 26.4 Specifying the width of confidence 
    intervals^.

^t(^varname_t^)^ specifies the variable name that contains the time at which 
    the observation was recorded. This must be specified once as the variable 
    named here is used to determine the order of the observations in the 
    estimation. Once specified, however, it need not be specified again except 
    to change the variables identity. Note that the data must be equally 
    spaced in time.

^xlabel(^#^,^...^,^#^)^ is ^graph, twoway^'s ^xlabel()^ option for labeling the 
    x axis. The default is ^xlabel(0,.1,.2,.3,.4,.5)^; see ^[R] graph axis labels^.

^ylabel(^#^,^...^,^#^)^ is ^graph, twoway^'s ^ylabel()^ option for labeling the
    y axis. The default is ^ylabel(0,.2,.4,.6,.8,1)^; see ^[R] graph axis labels^.

^saving(^string^)^ is ^graph^'s ^saving()^ option; see ^[R] graph saving^.

^t1title(^string^)^ is ^graph, twoway^'s ^t1title()^ option for specifying the 
    t1 title. The default title is ``Cumulative Periodogram White Noise Test'';
    see ^[R] graph titles^.

graph_options are any of the other options allowed with ^graph, twoway^; see 
    ^[R] graph twoway^.


Remarks
-------

wntestf uses several of the graphics primitives discussed in gr20 in STB-34.


Examples
--------

  . gen x = invnorm(uniform())
  . gen t = _n
  . wntestf x, t(t)


Author
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        H. Joseph Newton
        Statistics Department
        Texas A&M University
        email:  jnewton@@stat.tamu.edu


References
----------

Bartlett, M. S. 1955. An Introduction to Stochastic Processes with Special
    Reference to methods and Applications. Cambridge: Cambridge University 
    Press.

Newton, H. J. 1988. TIMESLAB: A Time Series Analysis Laboratory. Pacific 
    Grove, California: Wadsworth & Brooks/Cole.


Also see
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    STB:  sts12 (STB-34)
 Manual:  ^[R]  graph axis labels, graph saving, graph titles, graph twoway^
          ^[U] 26.4Specifying the width of confidence intervals^