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Hassani.SACF
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Install from CRAN:
install.packages("Hassani.SACF")
Install from Github:
library("remotes")
install_github("cran/Hassani.SACF")
Install by package version:
library("remotes")
install_version("Hassani.SACF", "2.0")
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library("Hassani.SACF")
Maintained by
Leila Marvian Mashhad
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[Scholar Profile | Author Map]
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First Published: 2022-12-19
Latest Update: 2023-06-12
Description:
The Ljung-Box test is one of the most important tests for time series diagnostics and model selection.
The Hassani SACF (Sum of the Sample Autocorrelation Function) Theorem , however, indicates that the sum of sample autocorrelation function is always fix for
any stationary time series with arbitrary length. This package confirms for sensitivity of the Ljung-Box test to
the number of lags involved in the test and therefore it should be used with extra caution.
The Hassani SACF Theorem has been described in : Hassani, Yeganegi and M. R. (2019) .
How to cite:
Leila Marvian Mashhad (2022). Hassani.SACF: Computing Lower Bound of Ljung-Box Test. R package version 2.0, https://cran.r-project.org/web/packages/Hassani.SACF
Previous versions and publish date:
1.0 (2022-12-19 11:00)
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Functions, R codes and Examples using
the Hassani.SACF R package
Some associated functions: Q_H . SACF .
Some associated R codes: Q_H.R . SACF.R . Full Hassani.SACF package functions and examples
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