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Portable Network Graphic  |  1994-04-29  |  67KB  |  816x1056  |  8-bit (256 colors)
Labels: reckoner | sky
OCR: White Noise Test The white noise tests test for the null hypothesis that series white noise. The computed statistics are compared tables in Fuller (1976) for probability values The Fisher- -Kappa test designed to detect one sinusoidal component buried in white noise It is the ratio of the largest periodogram ordinate to the average of the ordinates Bartlett's Kolmogorov- Smirnoff test (The BKS test) is a statistic that accumulates departures from the white noise hypothesis over all freguencies BKS applies the standard Kolmogorov- Smirnov test to set of computations that are cumulative at each frequency. If there are more than periodogram ordinates, you can estimate the 5% critical point by computing .3 M freauency