diag_ljungbox: Ljung-Box

Description Usage Arguments

Description

Performs the Ljung-Box test to assess the Null Hypothesis of Independence in a Time Series

Usage

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diag_ljungbox(x, order = NULL, stop_lag = 20, stdres = FALSE, ...)

## S3 method for class 'Arima'
diag_ljungbox(x, stop_lag = 20, stdres = FALSE, ...)

## Default S3 method:
diag_ljungbox(x, order = NULL, stop_lag = 20,
  stdres = FALSE, ...)

Arguments

x

A arima or data set.

order

A integer indicating the degrees of freedom. If 'x' is not a series of residuals, then set equal to 0.

stop_lag

A integer indicating the length of lags that should be calculated.

stdres

A boolean indicating whether to standardize the residualizes (e.g. res/sd(res)) or not.


SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.