function zeta = whiterestest(res) Mgdl = 8; N = length(res); Rr = zeros(1,Mgdl+1); for indx=1:Mgdl+1, Rr(indx) = ( (res(1:N-Mgdl))' * res(indx:N+indx-1-Mgdl) )/(N-Mgdl); end; zeta = (N-Mgdl) *( Rr(2:Mgdl+1)*( Rr(2:Mgdl+1)' ) )/(Rr(1)*Rr(1)); return