Package: Hassani.SACF 2.0
Hassani.SACF: 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 arbitrary length. This package confirms for sensitivity of the Ljung-Box test to the number of lags involved in the test and therefore it should be used with extra caution. The Hassani SACF Theorem has been described in : Hassani, Yeganegi and M. R. (2019) <doi:10.1016/j.physa.2018.12.028>.
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Hassani.SACF/json (API)
# Install 'Hassani.SACF' in R: |
install.packages('Hassani.SACF', repos = c('https://leilamarvian.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:1bdbcb04e8. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Sep 02 2024 |
R-4.5-win | OK | Sep 02 2024 |
R-4.5-linux | OK | Sep 02 2024 |
R-4.4-win | OK | Sep 02 2024 |
R-4.4-mac | OK | Sep 02 2024 |
R-4.3-win | OK | Sep 02 2024 |
R-4.3-mac | OK | Sep 02 2024 |
Dependencies: