Computing Lower Bound of Ljung-Box Test. The Ljung-Box test is one of the most important tests for time series diagnostics and model selection. The Hassani SACF (Sum of the Sample Autocorrelation Function) Theorem , however, indicates that the sum of sample autocorrelation function is always fix for any stationary time series with arbitra
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curl https://depscope.dev/api/check/cran/Hassani.SACFFirst published · 2023-06-12 14:51:16
Last updated · 2023-06-12T12:00:02+00:00