Comments (3)
@jlivsey, @andreranza can we take a look at this when we investigate quality measures? Can we get this statistic from X-13 instead?
from seasonal.
Maybe?
library(seasonal)
m <- seas(AirPassengers)
series <- series(m, "check.acf")
#> specs have been added to the model: check
#> To speed up, extend the `seas()` call (see ?series):
#> seas(x = AirPassengers, check.save = "acf")
series_df <- as.data.frame(series)
series_df$Ljung.Box_Q
#> [1] 0.0496485 2.4306218 6.8130876 7.0890097 7.1140683 9.3729836
#> [7] 10.0627983 11.8883864 12.1304734 12.8287381 12.8652000 13.2923086
#> [13] 13.3074845 13.3578531 13.3801174 13.4152318 13.6177014 13.6814549
#> [19] 14.8550759 20.3043691 21.7717755 21.8652860 23.8364488 23.8849767
Created on 2024-02-29 with reprex v2.1.0
from seasonal.
Also, I discovered udg()
returns just the significant ones:
library(seasonal)
m <- seas(AirPassengers)
udg <- udg(m)
udg$`lbq$03`
#> [1] 6.813 1.000 0.009
udg$`lbq$04`
#> [1] 7.089 2.000 0.029
udg$nlbq
#> [1] 2
udg$lblags
#> [1] 3 4
Created on 2024-02-29 with reprex v2.1.0
I guess we get in order:
- statistic value
- std. error
- p-value
The degrees of freedom can be found in here:
library(seasonal)
m <- seas(AirPassengers)
series <- series(m, "check.acf")
#> specs have been added to the model: check
#> To speed up, extend the `seas()` call (see ?series):
#> seas(x = AirPassengers, check.save = "acf")
series_df <- as.data.frame(series)
series_df$df_of_Q
#> [1] 0 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Created on 2024-02-29 with reprex v2.1.0
@christophsax not sure how it would be possible to reproduce these results using Box.test(residuals)
if I got the question right. It would be indeed interesting to compare
from seasonal.
Related Issues (20)
- Forecasts truncated when neither seats nor x11 is specified
- Problems with na.action
- iofile.est not found? HOT 7
- Is The Website Up? HOT 1
- moving holidays two times in the same year
- X-13 ARIMA SEATS seasonal adjustment HOT 1
- `series` only works on `seas_multi` if they are a composite
- How can I specify that I want a additive decomposition on seas function? HOT 1
- Too many observations in file HOT 2
- Unable to install package HOT 5
- Make error for inserting a level shift in most recent period more informative HOT 2
- Errors with long time series HOT 4
- Error when attempting to reproduce some BLS CPI results: x11 with ARIMA candidates from pickmdl file HOT 1
- Where can I find the variable descriptions for the variables in the udg file? HOT 5
- When calling the seas function, an error occurs indicating that it cannot open the linkage. HOT 1
- Some issues importing spec files with verison 1.9.0 of the seasonal package HOT 3
- `parse_spc()` should account for uppercase arguments
- Unspecified format argument in spc file leads to error
- Compression warning on Winbuilder: JSS vignette HOT 5
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from seasonal.