:* Tuesday, June 26, 2012 3:13 PM
*Subject:* Re: [R] Ljung-Box test (Box.test)
Hello,
That's a statistics question, but it's also about using an R function.
The Ljung-Box test isn't supposed to be used in such a context, to test
the residuals of an ols y = bX + e. It is used to test time
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
Hello,
That's a statistics question, but it's also about using an R function.
The Ljung-Box test isn't supposed to be used in such a context, to test
the residuals of an ols y = bX + e. It is used to test time independence
of the original series or of the residuals of an ARMA(p, q) fit.
In
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