The Ljung-Box test for whiteness in a time series.
portman.Q uses the cummulative ACF to test for whiteness of a time series.
A time series (vector without missing values).
the maximum lag of the ACF to be used in the test.
This is the Ljung-Box version of the the Portemanteau test for whiteness (Tong 1990). It may in particular be usefull to test for whiteness in the residuals from time series models.
A vector is returned consisting of the asymtpotic chi-square value, the associated d.f. and asymptotic p.val for the test of whiteness.
Ottar N. Bjornstad email@example.com
Tong, H. (1990) Non-linear time series : a dynamical system approach. Clarendon Press, Oxford.
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