Re: [R] Box.test

From: Vito Ricci <vito_ricci_at_yahoo.com>
Date: Thu 27 Oct 2005 - 23:08:23 EST


Hi,

Give a look to the help page:
? Box.test
Compute the Box-Pierce or Ljung-Box test statistic for examining the null hypothesis of independence in a given time series.

See also:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/27265.html

Regards.

Vito

You wrote:

Does p-value on Box.test(data,lag=l) returns probability, that

H0: cor(1)=cor(2)=..=cor(l)=0 holds?  

Thanks.

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