[R] Determination of lag value for Box.test

[m.gharbi]

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.