karma.portmanteau: Portmanteau test to detect statistically significant...

In snarf-snarf/karma: Complementary tools for automated time-series machine learning.

Description

Portmanteau test to detect statistically significant autocorrelation and partial autocorrelation lags.

Usage

karma.portmanteau(y, plot = F, N = 100)

Arguments

y	A univariate time-series vector; type <numeric> or <ts>.
plot	Option to depict plots during local search; if TRUE (default), AC and PAC plots are active. <logical>
N	Maximum lag at which to calculate autocorrelation and partial autocorrelatin functions; see documentation for acf(), pacf().

Value

Object of class "karma.portmanteau".

See Also

tseries, forecast, car

Examples

autocorrelation.lags = karma.portmanteau( magic.karma(WWWusage)$residuals )

snarf-snarf/karma documentation built on May 24, 2019, 7:19 a.m.