Hassani.SACF
Computing Lower Bound of Ljung-Box Test
The Ljung-Box test is one of the most important tests for time series diagnostics and model selection. The Hassani SACF (Sum of the Sample Autocorrelation Function) Theorem , however, indicates that the sum of sample autocorrelation function is always fix for any stationary time series with arbitrary length. This package confirms for sensitivity of the Ljung-Box test to the number of lags involved in the test and therefore it should be used with extra caution. The Hassani SACF Theorem has been described in : Hassani, Yeganegi and M. R. (2019) <doi:10.1016/j.physa.2018.12.028>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0 |
rolling source/ R- | Hassani.SACF_2.0.tar.gz |
2.8 KiB |
2.0 |
rolling linux/jammy R-4.5 | Hassani.SACF_2.0.tar.gz |
14.0 KiB |
2.0 |
rolling linux/noble R-4.5 | Hassani.SACF_2.0.tar.gz |
13.9 KiB |
2.0 |
latest source/ R- | Hassani.SACF_2.0.tar.gz |
2.8 KiB |
2.0 |
latest linux/jammy R-4.5 | Hassani.SACF_2.0.tar.gz |
14.0 KiB |
2.0 |
latest linux/noble R-4.5 | Hassani.SACF_2.0.tar.gz |
13.9 KiB |
2.0 |
2026-04-23 source/ R- | Hassani.SACF_2.0.tar.gz |
2.8 KiB |
2.0 |
2026-04-09 windows/windows R-4.5 | Hassani.SACF_2.0.zip |
17.1 KiB |
2.0 |
2025-04-20 source/ R- | Hassani.SACF_2.0.tar.gz |
2.8 KiB |