diag_portmanteau_ {simts} | R Documentation |
Portmanteau Tests
Description
Performs the Portmanteau test to assess the Null Hypothesis of Independence
in a Time Series
Usage
diag_portmanteau_(
x,
order = NULL,
stop_lag = 20,
stdres = FALSE,
test = "Ljung-Box",
plot = TRUE
)
Arguments
x |
An arima or data set.
|
order |
An integer indicating the degrees of freedom. If 'x' is
not a series of residuals, then set equal to 0.
|
stop_lag |
An integer indicating the length of lags that should
be calculated.
|
stdres |
A boolean indicating whether to standardize the
residualizes (e.g. res/sd(res) ) or not.
|
test |
A string indicating whether to perform Ljung-Box test or
Box-Pierce test.
|
plot |
A logical. If TRUE (the default) a plot should be produced.
|
Author(s)
James Balamuta, Stéphane Guerrier, Yuming Zhang
[Package
simts version 0.2.2
Index]