gof {garma} | R Documentation |
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)
Arguments
object |
(garma_model) The garma_model to test. |
Value
Invisibly returns the array of p-values from the test.
[Package garma version 0.9.13 Index]