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]