[R] Normality Testing

I have compiled a package in R which performs the Doornik-Hansen (1994) version of the omnibus normality test (a finite sample version of the Jarque-Bera test), including a variation which allows for weak dependence rather than independence of the variable(s) in question. I have tried to contact t

Re: [R] When is the periodogram is consistent with white noise?

A programme I wrote in R could be relevant. The reference is I. Lobato and C. Velasco, Econometric Theory, Vol.20, 2004, "A Simple and General Test for White Noise". The acf function and the spec.pgram function are used to produce a transformed von Mises statistic which is approx. N(0,4). Tests a