Class BoxPierce

  • Direct Known Subclasses:
    LjungBox

    @Deprecated
    public class BoxPierce
    extends HypothesisTest
    Deprecated.
    The Box-Pierce test (named for George E. P. Box and David A. Pierce) is a portmanteau test for autocorrelated errors. A portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. The Box-Pierce statistic is computed as the weighted sum of squares of a sequence of autocorrelations. The R equivalent function is Box.test.
    See Also: