portmanteau_test_statistics: An implementation of the portmanteau test.

Description Usage Arguments

View source: R/RcppExports.R

Description

See the paper of Ljung-Box test for the used definition of autocorrelation.

Usage

1

Arguments

matrix

the matrix of residuals or squared residuals.


roqua/autovarCore documentation built on June 7, 2018, 6:59 a.m.