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This test computes Box-Pierce or Ljung-Box test statistic for examining the null hypothesis of independence in a given time series.
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Select the data sets for which you want to perform the Box-Pierce or Ljung-Box test. For this test the samples need to be numeric vectors (see below for details).
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<caption id="tab_variables"/>
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<setting id="x">Select the data to be computed. The vectors need to be numeric, and can be of different length.</setting>
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<setting id="lag">Number of autocorrelation coefficients to base the test on.</setting>
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<setting id="type">Define type of test. Either Ljung-Box or Box-Pierce can be used.</setting>
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<caption id="tab_options"/>
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<setting id="narm">Exclude missing values from calculation?</setting>
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<setting id="length">Show the total length of the data, and the number of missing values (purely informational, does not affect the test)?</setting>
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<li><link href="rkward://component/kpss_test"/></li>
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<li><link href="rkward://rhelp/Box.test"/></li>