SummaryStatistics {ConnectednessApproach}

Summary Statistics

Description

Get comprehensive summary statistics

Usage

SummaryStatistics(
  x,
  portmanteau = c("Ljung-Box", "Box-Pierce", "Monti"),
  correlation = c("kendall", "spearman", "pearson"),
  nlag = 20,
  digit = 3
)

Arguments

x

zoo data matrix

portmanteau

portmanteau statistics: "Box-Pierce", "Ljung-Box", "Monti"

correlation

correlation coefficient: "pearson", "kendall", "spearman".

nlag

number of lags for Weighted Portmanteau statistics

digit

digit Number of decimal places

Value

Get summary statistics

Author(s)

David Gabauer

Examples

data(dy2012)
SummaryStatistics(dy2012)