如何在R中的Bartlett的B白噪声测试中从频率中获取时间

时间:2019-10-29 00:08:39

标签: r time-series

我有时间序列回归的残差。

resid <- c(0.106, -0.185,  0.948,  0.792, -1.135, -0.575, -0.582, -0.407,  0.445,  1.713, -0.132, -0.470,  0.915, -0.202, -0.161,  1.410,  0.082, -0.538, -0.889, -1.100, 0.259, -0.530,  0.498,  1.140, -0.887, -1.018,  0.033, -1.470,  0.447,  0.098,  0.431,  0.633,  1.648, -0.053, -0.488,  0.456, -0.257,  0.435, -0.673, -0.379, 0.204, -0.613, -0.037,  1.395,  0.558, -0.509, -0.068,  0.220, -0.605,  0.000, -0.962,  0.873,  1.187, -0.011,  0.509, -0.017, -2.208, -0.547,  0.427, -0.185, 0.438,  1.655, -0.040, -1.106, -0.329,  0.322,  0.125,  0.369, -0.701, -0.074, -0.237, -1.162,  0.291, -0.685,  0.855, -0.120, -0.457,  1.316,  0.443, -0.871)


我使用hwwntest命令对bartlettB.test(resid,plot.it = TRUE)包中包含的白噪声进行了Bartlett's B测试。我得到以下图像: enter image description here

我对确定周期图的斜率非常大(例如w〜= 0.36)感兴趣。如何将0.36(假设是频率)转换为时域?是否可以通过Bartlett的B测试进行白噪声测试,并在时域中返回结果?

谢谢您的帮助!对我来说这是一个非常新的主题

0 个答案:

没有答案