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Hassani.SACF  

Computing Lower Bound of Ljung-Box Test
View on CRAN: Click here


Download and install Hassani.SACF package within the R console
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")



Attach the package and use:
library("Hassani.SACF")
Maintained by
Leila Marvian Mashhad
[Scholar Profile | Author Map]
All associated links for this package
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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Other R packages that Hassani.SACF depends, imports, suggests or enhances
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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