Hi, I saw that tsdiag function doesn't provide a correct result for Ljung-Box test. I want to use Box.test function for this, but I don't know how to determine lag parameter for this function. For fitdf, as I'm using a SARIMA model (0,1,1)(0,1,1)12, I decided to set it to 2.
Can you confirm me the value for fitdf and give me a way to determine the lag value? Thanks Myriam -- View this message in context: http://www.nabble.com/Determination-of-lag-value-for-Box.test-tp24729062p24729062.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
