gof: Goodness-of-Fit test for a garma_model.
In garma: Fitting and Forecasting Gegenbauer ARMA Time Series Models
gof R Documentation
Goodness-of-Fit test for a garma_model.
Description
Provides a goodness-of-fit test for a GARMA Model, using Bartletts Tp test.
This has been justified for long memory and for GARMA models by Delgado, Hidalgo and Velasco (2005).
Usage
gof(object)
Arguments
object
(garma_model) The garma_model to test.
Value
Invisibly returns the array of p-values from the test.
References
M Delgado, J Hidalgo, and C Velasco. Distribution free goodness-of-fit tests for linear processes.
The Annals of Statistics, 33(6):2568–2609, 2005. DOI: https://doi.org/10.1214/009053605000000606.
garma documentation built on April 4, 2025, 2:13 a.m.
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| gof | R Documentation |
Goodness-of-Fit test for a garma_model.
Description
Provides a goodness-of-fit test for a GARMA Model, using Bartletts Tp test. This has been justified for long memory and for GARMA models by Delgado, Hidalgo and Velasco (2005).
Usage
gof(object)
Arguments
object |
(garma_model) The garma_model to test. |
Value
Invisibly returns the array of p-values from the test.
References
M Delgado, J Hidalgo, and C Velasco. Distribution free goodness-of-fit tests for linear processes. The Annals of Statistics, 33(6):2568–2609, 2005. DOI: https://doi.org/10.1214/009053605000000606.
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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