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Ljung-Box Test for Autocorrelation

Source: R/ljung_box_test.R
ljung_box_test.Rd

Functions to perform the Ljung-Box test for autocorrelation.

Usage

ljung_box(v, lags = -1, fit_dof = 0)

Arguments

v

A numeric vector.

lags

A single integer value.

fit_dof

A single integer value.

Value

A two-element numeric vector containing the test statistic and the p-value.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Ljung-Box test for autocorrelation
ljung_box(c(1, 2, 3, 4, 5), lags = 2, fit_dof = 0)
#> [1] 1.5166667 0.4684465