I am studying the Box.test and I would like to understand the parameters:
Usage Box.test(x, lag = 1, type = c("Box-Pierce", "Ljung-Box"), fitdf = 0) Arguments x a numeric vector or univariate time series. lag the statistic will be based on lag autocorrelation coefficients. type test to be performed: partial matching is used. fitdf number of degrees of freedom to be subtracted if x is a series of residuals
Usage Box.test(x, lag = 1, type = c("Box-Pierce", "Ljung-Box"), fitdf = 0) Arguments x a numeric vector or univariate time series.
lag the statistic will be based on lag autocorrelation coefficients.
type test to be performed: partial matching is used.
fitdf number of degrees of freedom to be subtracted if x is a series of residuals
Can anyone explain to me the lag and fitdf in this test ? I am testing the independance of the residuals in a time serie.
1.4m articles
1.4m replys
5 comments
56.9k users