White Noise Check

Problem

Test whether a series is consistent with white noise using its lag-1 sample autocorrelation. The approximate 95 percent band for white noise is abs(rho) <= 1.96 / sqrt(n); return True when rho(1) lies inside the band.

Return True for series with fewer than three points or with zero variance.

Hint

The band shrinks as 1/sqrt(n), so long trending series fail.

Test cases

case 1

in: [[1,2,3,4,5]]

expected: true

case 2

in: [[1,2,3,4,5,6,7,8,9,10]]

expected: false

case 3

in: [[3,3,3,3,3]]

expected: true

case 4

in: [[1,-1,1,-1,1,-1]]

expected: false

Starter codePython

def white_noise_check(series):
    # Your code here
    pass

4 test cases · run your code against them in the editor