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depscope/cran/Hassani.SACF

Hassani.SACF

cranv2.0

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

License GPL-3strong copyleft0 versions1 maintainers0 deps79 weekly dl
https://CRAN.R-project.org/package=Hassani.SACF
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First published · 2023-06-12 14:51:16

Last updated · 2023-06-12T12:00:02+00:00

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