wntestq.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 07mar2005}{...}
{cmd:test wntestq}{right:dialog:  {bf:{dialog wntestq}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...} 
{p2col :{hi:[TS] wntestq} {hline 2}}Portmanteau (Q) test for white noise{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 17 2}{cmd:wntestq} {varname} {ifin} [{cmd:,} {opt l:ags(#)}]

{p 4 6 2}You must {helpb tsset} your data before using {cmd:wntestq}.  In
addition, the time series must be dense (nonmissing and no gaps in the time
variable) in the specified sample.{p_end}
{p 4 6 2}{varname} may contain time-series operators; see {help tsvarlist}.
{p_end}


{title:Description}

{pstd}
{cmd:wntestq} performs the portmanteau (or Q) test for white noise.


{title:Option}

{phang}
{opt lags(#)} specifies the number of autocorrelations to calculate.  The
default is to use min([n/2]-2,40) where [n/2] is the greatest integer less
than or equal to n/2.


{title:Example}

{phang}{cmd:. gen x = invnorm(uniform())}{p_end}
{phang}{cmd:. gen t = _n}{p_end}
{phang}{cmd:. tsset t}{p_end}
{phang}{cmd:. wntestq x}{p_end}


{title:Also see}

{psee}Manual:  {bf:[TS] wntestq}{p_end}

{psee}Online:  {helpb corrgram}, {helpb cumsp}, {helpb tsset}, 
{helpb wntestb}{p_end}