testacf: Provide test statistics for autocorrelations (individual and...
In statmanrobin/ts343AJ: Time Series Functions and Data for Stat 343
testacf R Documentation
Provide test statistics for autocorrelations (individual and LBQ)
Description
Provide test statistics for autocorrelations (individual and LBQ)
Usage
testacf(seriesacf)
Arguments
seriesacf
The result of an autocorreltion calculation, e.g. from acf( ) or sluacf( )
Value
A dataframe with lag, autocorrelation (rk), std. error of rk (Srk), test statistic (tsrk) and Ljung-Box statistic (LBQ)
statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.
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| testacf | R Documentation |
Provide test statistics for autocorrelations (individual and LBQ)
Description
Provide test statistics for autocorrelations (individual and LBQ)
Usage
testacf(seriesacf)
Arguments
seriesacf |
The result of an autocorreltion calculation, e.g. from acf( ) or sluacf( ) |
Value
A dataframe with lag, autocorrelation (rk), std. error of rk (Srk), test statistic (tsrk) and Ljung-Box statistic (LBQ)
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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