Re: [R] Box.test degrees of freedom

From: <markleeds_at_verizon.net>
Date: Fri, 16 May 2008 12:00:34 -0500 (CDT)


  Spencer Graves has discussed this recently ( in the last couple of months ) in a thread and I think his FinTS package has a variant of the Box.test
  function that does what you need.

On Fri, May 16, 2008 at 11:45 AM, Nuno Prista wrote:

> Dear colleagues,
>
>
> I am new to R and statistics so please keep that in mind.
>
> I have doubts on the df calculation of Ljung-Box test (Box.test). The
> function seems to use always the df=lag=m and not df=m-p-q like
> suggested in
> Ljung and Box (1978) paper (that is referenced).
>
>
> Do you agree with this? If so, is there an R package function that
> computes
> Ljung-Box test with the degrees of freedom as described in Ljung and
> Box
> (1978) paper?
>
>
> Note: this issue was discussed in
> http://tolstoy.newcastle.edu.au/R/help/06/03/22768.html (and thread)
> but it
> seems with little consensus.
>
>
>
> Thanks in advance,
>
>
> Nuno
> ______________________________________________
> Centro de Oceanografia - IO-FCUL, Portugal
>
> Center for Quantitative Fisheries Ecology - ODU, USA
>
>
>
>
> [[alternative HTML version deleted]]
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 16 May 2008 - 17:53:33 GMT

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