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garma (version 0.9.24)

gof: Goodness-of-Fit test for a garma_model.

Description

Provides a goodness-of-fit test for a GARMA Model, using Bartletts Tp test. This has been justified for long memory and for GARMA models by Delgado, Hidalgo and Velasco (2005).

Usage

gof(object)

Value

Invisibly returns the array of p-values from the test.

Arguments

object

(garma_model) The garma_model to test.

References

M Delgado, J Hidalgo, and C Velasco. Distribution free goodness-of-fit tests for linear processes. The Annals of Statistics, 33(6):2568–2609, 2005. DOI: https://doi.org/10.1214/009053605000000606.