| ljung_box_test | R Documentation |
Functions to perform the Ljung-Box test for autocorrelation.
ljung_box(v, lags = -1, fit_dof = 0)
v |
A numeric vector. |
lags |
A single integer value. |
fit_dof |
A single integer value. |
A two-element numeric vector containing the test statistic and the p-value.
Boost Documentation for more details on the mathematical background.
# Ljung-Box test for autocorrelation
ljung_box(c(1, 2, 3, 4, 5), lags = 2, fit_dof = 0)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.