Dear colleagues,

 

I am new to R and statistics so please keep that in mind. 

 

I have doubts on the df calculation of Ljung-Box test (Box.test). The
function seems to use always the df=lag=m and not df=m-p-q like suggested in
Ljung and Box (1978) paper (that is referenced).

 

Do you agree with this? If so, is there an R package function that computes
Ljung-Box test with the degrees of freedom as described in Ljung and Box
(1978) paper?

 

Note: this issue was discussed in
http://tolstoy.newcastle.edu.au/R/help/06/03/22768.html (and thread) but it
seems with little consensus.

 

 

Thanks in advance,

 

Nuno 

______________________________________________ 

Centro de Oceanografia - IO-FCUL, Portugal

Center for Quantitative Fisheries Ecology - ODU, USA

 

 


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