`portmanteau_tests.Rd`

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.

#> lb_stat lb_pvalue #> 0.8217113 0.3646803#> bp_stat bp_pvalue #> 1.5322187 0.2157798