Box.Test: Corrected Ljung-Box Test for ARIMA model's residuals
In yanyachen/arimaMisc: Time Series Analysis Miscellaneous Tools
Description
Usage
Arguments
Value
Description
Compute Ljung Box test statistic and return p-value for examining an ARIMA
model's residuals, with correct degree of freedom. This is an efficient
version of Box.test for testing ARIMA model's residuals.
Usage
1
Arguments
Arima
Fitted ARIMA model from arima
lag
the statistic based on lag autocorrelation coefficients
Value
p-value of Ljung-Box Test
yanyachen/arimaMisc documentation built on May 4, 2019, 2:30 p.m.
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Description Usage Arguments Value
Description
Compute Ljung Box test statistic and return p-value for examining an ARIMA
model's residuals, with correct degree of freedom. This is an efficient
version of Box.test for testing ARIMA model's residuals.
Usage
1 |
Arguments
Arima |
Fitted ARIMA model from |
lag |
the statistic based on lag autocorrelation coefficients |
Value
p-value of Ljung-Box Test
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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