LjungBox@Deprecated public class BoxPierce extends HypothesisTest
Box.test.| Constructor and Description |
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BoxPierce(double[] x,
int lag,
int fitdf)
Deprecated.
Perform the Box-Pierce test to check auto-correlation in a time series.
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| Modifier and Type | Method and Description |
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String |
getAlternativeHypothesis()
Deprecated.
Get the description of the alternative hypothesis.
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String |
getNullHypothesis()
Deprecated.
Get a description of the null hypothesis.
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double |
pValue()
Deprecated.
Get the p-value for the test statistics.
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double |
statistics()
Deprecated.
Get the test statistics.
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isNullRejected, nGroups, nObs, oneSidedPvaluepublic BoxPierce(double[] x,
int lag,
int fitdf)
x - a univariate time serieslag - the number of lags to checkfitdf - the degrees of freedom to be subtracted if x is a
series of residualspublic String getNullHypothesis()
HypothesisTestgetNullHypothesis in class HypothesisTestpublic String getAlternativeHypothesis()
HypothesisTestgetAlternativeHypothesis in class HypothesisTestpublic double statistics()
HypothesisTeststatistics in class HypothesisTestpublic double pValue()
HypothesisTestpValue in class HypothesisTestCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.