David Stoffer wrote:
>
> I stand corrected. I thought I checked this a long time ago, but
> apparently not. tsdiag.Arima DOES NOT use the fact that the series it is
> testing (or diagnosing, if you will) are residuals from an ARIMA fit.
>
> I keep a list of R time series bloopers here:
> http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm along with some
> work-arounds over here: http://www.stat.pitt.edu/stoffer/tsa2/Examples.htm
>
>
Thanks,
by the way, if an intercept is included in the model (which is the default
setting for arima()), it seems to me that the good number of degrees of
freedom sould be (h-p-q-1). Do you agree ?
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