Stata 15 help for wntestb

[TS] wntestb -- Bartlett's periodogram-based test for white noise

Syntax

wntestb varname [if] [in] [, options]

options Description ------------------------------------------------------------------------- Main table display a table instead of graphical output level(#) set confidence level; default is level(95)

Plot marker_options change look of markers (color, size, etc.) marker_label_options add marker labels; change look or position cline_options add connecting lines; change look

Add plots addplot(plot) add other plots to the generated graph

Y axis, X axis, Titles, Legend, Overall twoway_options any options other than by() documented in [G-3] twoway_options ------------------------------------------------------------------------- You must tsset your data before using wntestb; see [TS] tsset. In addition, the time series must be dense (nonmissing with no gaps in the time variable) in the specified sample. varname may contain time-series operators; see tsvarlist.

Menu

Statistics > Time series > Tests > Bartlett's periodogram-based white-noise test

Description

wntestb performs Bartlett's periodogram-based test for white noise. The result is presented graphically by default but optionally may be presented as text in a table.

Options

+------+ ----+ Main +-------------------------------------------------------------

table displays the test results as a table instead of as the default graph.

level(#) specifies the confidence level, as a percentage, for the confidence bands included on the graph. The default is level(95) or as set by set level.

+------+ ----+ Plot +-------------------------------------------------------------

marker_options specify the look of markers. This look includes the marker symbol, the marker size, and its color and outline; see [G-3] marker_options.

marker_label_options specify if and how the markers are to be labeled; see [G-3] marker_label_options.

cline_options specify if the points are to be connected with lines and the rendition of those lines; see [G-3] line_options.

+-----------+ ----+ Add plots +--------------------------------------------------------

addplot(plot) adds specified plots to the generated graph; see [G-3] addplot_option.

+-----------------------------------------+ ----+ Y axis, X axis, Titles, Legend, Overall +--------------------------

twoway_options are any of the options documented in [G-3] twoway_options, excluding by(). These include options for titling the graph (see [G-3] title_options) and saving the graph to disk (see [G-3] saving_option).

Examples Setup . drop _all . set obs 100 . generate x1 = rnormal() . generate time = _n . tsset time

Perform Bartlett's periodogram-based test for white noise on series x1 . wntestb x1

Same as above, but present results as a table instead of a graph . wntestb x1, table

Stored results

wntestb stores the following in r():

Scalars r(stat) Bartlett's statistic r(p) probability value


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