Hassani.SACF
2.0Computing Lower Bound of Ljung-Box Test
Overview
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.
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Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Code & Tests
- Cyclomatic complexity
- 3.5 median / 6 max
- Documented parameters
- 100%
Test coverage
Line coverage
–
Expression
–
Tests / Examples
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Functions
2 2 exported
Complexity
3.5 avg / 6 max
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2 nodes / 0 edges
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People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.0Latest
- RR 4.3.0 released · 2023-04-21
- 1.02022-12-19
- RR 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