| Name : R-Hassani.SACF
| |
| Version : 2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:02:20
|
| Group : Development/Libraries/Other
| Source RPM : R-Hassani.SACF-2.0-lp153.1.5.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Computing Lower Bound of Ljung-Box Test
|
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)
< doi:10.1016/j.physa.2018.12.028>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
