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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>.
| Version: | 2.0 |
| Published: | 2023-06-12 |
| Author: | Hossein Hassani [aut], Masoud Yarmohammdi [aut], Mohammad Reza Yeganegi [aut], Leila Marvian Mashhad [aut, cre] |
| Maintainer: | Leila Marvian Mashhad <Leila.marveian at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | Hassani.SACF results |
| Reference manual: | Hassani.SACF.pdf |
| Package source: | Hassani.SACF_2.0.tar.gz |
| Windows binaries: | r-devel: Hassani.SACF_2.0.zip, r-release: Hassani.SACF_2.0.zip, r-oldrel: Hassani.SACF_2.0.zip |
| macOS binaries: | r-release (arm64): Hassani.SACF_2.0.tgz, r-oldrel (arm64): Hassani.SACF_2.0.tgz, r-release (x86_64): Hassani.SACF_2.0.tgz, r-oldrel (x86_64): Hassani.SACF_2.0.tgz |
| Old sources: | Hassani.SACF archive |
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These binaries (installable software) and packages are in development.
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