Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free
Documentation
R
simts

diag_portmanteau_

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

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.