diag_ljungbox

An <code>arima</code> or data set.

An <code>integer</code> indicating the degrees of freedom. If `x` is
not a series of residuals, then set equal to 0.

order

An <code>integer</code> indicating the length of lags that should
be calculated.

stop_lag

A <code>boolean</code> indicating whether to standardize the
residualizes (e.g. \(res/sd(res)\)) or not.

stdres

A logical. If <code>TRUE</code> (the default) a plot should be produced.

plot

Performs the Ljung-Box test to assess the Null Hypothesis of Independence
 in a Time Series

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

diag_ljungbox: Ljung-Box

Description

Usage

Arguments