diag_ljungbox: Ljung-Box
In SMAC-Group/simts: Time Series Analysis Tools
View source: R/portmanteau_tests.R
diag_ljungbox R Documentation
Ljung-Box
Description
Performs the Ljung-Box test to assess the Null Hypothesis of Independence
in a Time Series
Usage
diag_ljungbox(x, order = NULL, stop_lag = 20, stdres = FALSE, plot = TRUE)
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.
plot
A logical. If TRUE (the default) a plot should be produced.
Author(s)
James Balamuta, Stéphane Guerrier, Yuming Zhang
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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View source: R/portmanteau_tests.R
| diag_ljungbox | R Documentation |
Ljung-Box
Description
Performs the Ljung-Box test to assess the Null Hypothesis of Independence in a Time Series
Usage
diag_ljungbox(x, order = NULL, stop_lag = 20, stdres = FALSE, plot = TRUE)
Arguments
x |
An |
order |
An |
stop_lag |
An |
stdres |
A |
plot |
A logical. If |
Author(s)
James Balamuta, Stéphane Guerrier, Yuming Zhang
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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