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 |
---|---|
String |
getAlternativeHypothesis()
Deprecated.
Get the description of the alternative hypothesis.
|
String |
getNullHypothesis()
Deprecated.
Get a description of the null hypothesis.
|
double |
pValue()
Deprecated.
Get the p-value for the test statistics.
|
double |
statistics()
Deprecated.
Get the test statistics.
|
isNullRejected, nGroups, nObs, oneSidedPvalue
public 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()
HypothesisTest
getNullHypothesis
in class HypothesisTest
public String getAlternativeHypothesis()
HypothesisTest
getAlternativeHypothesis
in class HypothesisTest
public double statistics()
HypothesisTest
statistics
in class HypothesisTest
public double pValue()
HypothesisTest
pValue
in class HypothesisTest
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