Have you tried the following:
library(sos)
(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,
Spencer
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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