Re: [R] Box.test degrees of freedom

2008-08-11 Thread raf.rossignol
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: > h

Re: [R] Box.test degrees of freedom

2008-08-08 Thread raf.rossignol
Hello, Prof Brian Ripley wrote: > > I think you are referring to its application to the residuals of an > ARMA(p, q) fit, and that is not what Box.test says it does. > > It is very easy to edit the code if you want to use a different degrees of > freedom. > I am also new to R, but it seems to