Dear colleagues,
I am new to R and statistics so please keep that in mind. I have doubts on the df calculation of Ljung-Box test (Box.test). The function seems to use always the df=lag=m and not df=m-p-q like suggested in Ljung and Box (1978) paper (that is referenced). Do you agree with this? If so, is there an R package function that computes Ljung-Box test with the degrees of freedom as described in Ljung and Box (1978) paper? Note: this issue was discussed in http://tolstoy.newcastle.edu.au/R/help/06/03/22768.html (and thread) but it seems with little consensus. Thanks in advance, Nuno ______________________________________________ Centro de Oceanografia - IO-FCUL, Portugal Center for Quantitative Fisheries Ecology - ODU, USA [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
