smile-kotlin/smile.timeseries/boxPierce

boxPierce

fun boxPierce(x: DoubleArray, lag: Int = 1): BoxTest(source)

Box-Pierce test for serial correlation.

Return

the test result.

Parameters

x

time series.

lag

the maximum lag for the test.

@JvmName(name = "boxPierceArray")

fun DoubleArray.boxPierce(lag: Int = 1): BoxTest(source)

Box-Pierce test of this time series.