dt_independence: Ljung-Box test of independence of the model residuals
In gueyenono/dlm.helper: What the Package Does (One Line, Title Case)
View source: R/diagnostic_tests.R
dt_independence R Documentation
Ljung-Box test of independence of the model residuals
Description
The Ljung-Box procedure implements a test against the null hypothesis of independence.
Usage
dt_independence(dlm_filtered, n_lags)
Arguments
dlm_filtered
The output from dlm::dlmFilter().
n_lags
The number of lags to consider in the test.
Value
A data.frame/tibble of the model results including a column specifying whether the assumption of independence of the residuals is satisfied.
Examples
print("Soon!")
gueyenono/dlm.helper documentation built on June 8, 2022, 7:57 p.m.
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View source: R/diagnostic_tests.R
| dt_independence | R Documentation |
Ljung-Box test of independence of the model residuals
Description
The Ljung-Box procedure implements a test against the null hypothesis of independence.
Usage
dt_independence(dlm_filtered, n_lags)
Arguments
dlm_filtered |
The output from |
n_lags |
The number of lags to consider in the test. |
Value
A data.frame/tibble of the model results including a column specifying whether the assumption of independence of the residuals is satisfied.
Examples
print("Soon!")
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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