diag_boxpierce: Box-Pierce

Description Usage Arguments Author(s)

View source: R/portmanteau_tests.R

Description

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

Usage

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

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

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

Arguments

x

An arima or data set.

order

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

stop_lag

An 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.

Author(s)

James Balamuta


SMAC-Group/simts documentation built on Sept. 5, 2018, 7:45 p.m.