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 |

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.

## Value

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

## See also

## Examples

#> lb_stat lb_pvalue
#> 0.2074180 0.6487987

#> bp_stat bp_pvalue
#> 0.5371549 0.4636142