How do I test whether a given time series is just noise?

In NumXL, we can test whether a time series is a white noise or not using WNTest function. WNTest examines the data series for evidence of any serial correlation using Ljung-Box statistical test and modified Q*(m) statistics:

 

 
$$ H_{1}:rho_{i} neq 0 $$  

Where

 

The user can specify the upper lag order for the test, but we recommend using the value of .

Have more questions? Submit a request

0 Comments