check_acf: Check for autocorrelation

In thfuchs/fcf: Time Series Forecasting using Recurrent Neural Networks by Keras

Description

Ljung-Box tests for given lags

Usage

check_acf(data, level = 0.05, lag_grid = c(8, 12, 16))

Arguments

data	a numeric vector or univariate time series object
level	significance level
lag_grid	vector of lags to test on

Value

list with data.frames of p-values for both Ljung-Box and Box-Pierce tests results and logical vector pass which is TRUE if all tests passes and FALSE otherwise

Examples

apple <- tsRNN::ts_apple

# With all default
check_acf(apple)

# Significance level to 0.01 and 1 to 5 lags
check_acf(apple, level = 0.01, lag_grid = 1:5)

thfuchs/fcf documentation built on April 18, 2021, 1:43 p.m.