Time Series Analysis Package
Returned Values
The WHITENOISE function returns the following values:
- rc
returns one of the following scalar return codes:
rc
Termination Reason
0
Success
< 0
Computational failure
- lags
returns the number of the lag that was used in the calculation.
- df
returns the number of observations that were used to test white noise.
- wn
returns an array of Ljung-Box white noise tests, with nlag+1 entries.
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Last updated: June 14, 2018