smile-kotlin/smile.timeseries/ljungBox

ljungBox

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

Ljung-Box test for serial correlation.

Return

the test result.

Parameters

x

time series.

lag

the maximum lag for the test.

@JvmName(name = "ljungBoxArray")

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

Ljung-Box test of this time series.