lbtest: Ljung-Box for residual test.

In jinimp/zhbit7: Regression method set

Description

Compute the Box<c2><a8>CPierce or Ljung<c2><a8>CBox test statistic for examining the null hypothesis of independence in a given time series.

Usage

lbtest(x, type = "Ljung-Box", lag = c(6, 12))

Arguments

x	a numeric vector or univariate time series.
type	one of the Box<c2><a8>CPierce or Ljung<c2><a8>CBox,Default is Ljung<c2><a8>CBox test.
lag	the statistic will be based on lag autocorrelation coefficients.Lag can be set at any time ,default is 6 and 12.

Value

lag	the lag.
LB.values	the value of the LB test statistic.
chisq.values	the value of chisq-values.
p.values	the p-value of the test.

Note

Missing values are not handled.

Author(s)

Jinquan Lin

See Also

Box.test

Examples

##----

data(tableA17)
x=tableA17[2]
lbtest(x)
lbtest(x,lag=1:12)
lbtest(x,lag=c(6,12,18))
lbtest(x,type="Box-Pierce",lag=c(6,12))

jinimp/zhbit7 documentation built on May 19, 2019, 10:36 a.m.