portmanteau_test_statistics: An implementation of the portmanteau test.
In autovarCore: Automated Vector Autoregression Models and Networks
Description
See the paper of Ljung-Box test for the used definition of autocorrelation.
Usage
1
Arguments
matrix
the matrix of residuals or squared residuals.
autovarCore documentation built on May 2, 2019, 4:01 a.m.
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Description
See the paper of Ljung-Box test for the used definition of autocorrelation.
Usage
1 |
Arguments
matrix |
the matrix of residuals or squared residuals. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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