I fit a simple linear model y = bX to a data set today, and that produced 24
residuals (I have 24 data points, one for each year from 1984-2007). I would
like to test the time-independence of the residuals of my model, and I was
recommended by my supervisor to use the Ljung-Box test. The Box.test function
in R takes 4 arguments:
x a numeric vector or univariate time series.
lag the statistic will be based on lag autocorrelation
coefficients.
type test to be performed: partial matching is used.
fitdf number of degrees of freedom to be subtracted if x is a series of
residuals.
Unfortunately, I never took a statistics class where I learned the Ljung-Box
test, and information about it online is hard to find. What does "lag" mean,
and what value would you guys recommend I use for the test? Also, what does
"fitdf" represent, and what would the value for that parameter be in my case?
Finally, the value of x is a vector of my 24 residuals, correct?
Thank you all so much. I apologize for the basic nature of the question.
Steven
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