Compute the Box–Pierce or Ljung–Box test statistic for examining the null hypothesis of independence in a given time series. These are sometimes known as ‘portmanteau’ tests.
ljung_box(x, lag = 1, dof = 0, ...) box_pierce(x, lag = 1, dof = 0, ...) portmanteau_tests
x | A numeric vector |
---|---|
lag | The number of lag autocorrelation coefficients to use in calculating the statistic |
dof | Degrees of freedom of the fitted model (useful if x is a series of residuals). |
... | Unused. |
An object of class list
of length 2.
A vector of numeric features for the test's statistic and p-value.
#> lb_stat lb_pvalue #> 0.2074180 0.6487987#> bp_stat bp_pvalue #> 0.5371549 0.4636142