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Hassani.SACF

2.0

Computing Lower Bound of Ljung-Box Test

0packages depend
2.8Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Leila Marvian MashhadFirst published 2022-12-192 releasesCRAN page ↗

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.

Install

Health

CRAN checks
13OK
Slowest check: 45 s · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
None
Vignettes
No
README
0
Dependencies · direct
Check history
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.8K
CRAN downloads in the past year
Rank #17,549 · ~8/day · ~235/mo
Hassani.SACF
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23530 days
66090 days
2.8K1 year
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Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)
Depends (0)
none
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Code Composition
Rd 117 (63%)R 70 (37%)
Code characteristics
Cyclomatic complexity
3.5 median / 6 max
Documented parameters
100%

Test coverage

Line coverage

Expression

Tests / Examples

Functions

2 2 exported

Complexity

3.5 avg / 6 max

Call network

2 nodes / 0 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Release timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 2.0Latest
    2023-06-12 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.0
    2022-12-19
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

First published
2022-12-19
Total releases
2 / 4 yrs
License
GPL-3 OSI
Download size
2.9 KB
Installed size
not tracked yet
With dependencies
not tracked yet