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

## Arguments

x A numeric vector The number of lag autocorrelation coefficients to use in calculating the statistic Degrees of freedom of the fitted model (useful if x is a series of residuals). Unused.

## Format

An object of class list of length 2.

## Value

A vector of numeric features for the test's statistic and p-value.

stats::Box.test()
ljung_box(rnorm(100))#>   lb_stat lb_pvalue
#> 0.5371549 0.4636142