[R] tsdiag

Spencer Graves spencer.graves at structuremonitoring.com
Thu Jul 22 16:09:41 CEST 2010

        Have you tried the following:

(lj <- findFn('ljung box'))

       This just identified for me 32 matches in 13 packages, at least 
one of which should do what you want.  In particular, I wrote the 
"AutocorTest" function in FinTS to deal with issues that sound similar 
to what you ask.  This may not help, but it might.

       Best Wishes,

On 7/22/2010 5:00 AM, nuncio m wrote:
> HI list,
>           I want to know whether tsdiag uses k-(p+q) as the lag in ljung box
> test.  How is it possible to save those values
> nuncio

Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126

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