diag_ljungbox {simts}

Ljung-Box

Description

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

Usage

diag_ljungbox(x, order = NULL, stop_lag = 20, stdres = FALSE, 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.

plot

A logical. If TRUE (the default) a plot should be produced.

Author(s)

James Balamuta, Stéphane Guerrier, Yuming Zhang