Because of the sensitivity of the Ljung-Box test to the number of lags involved in the test, this function computes 
lower bound of this test and draws it's plot.

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>.

Leila Marvian Mashhad

Hassani.SACF

Computing Lower Bound of Ljung-Box Test

Hossein Hassani

Masoud Yarmohammdi

Mohammad Reza Yeganegi

Q_H function

<dl> <dt>simnum</dt>
<dd>number of simulation iterations.</dd> <dt>TT</dt>
<dd>length of time serie.</dd>
</dl>

Arguments

Hossein hassani, Masoud yarmohammdi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Author

Computing Lower Bound of Ljung-Box Test — Q_H

<dl>

 <dt>simnum</dt>
<dd>number of simulation iterations.</dd>

 <dt>TT</dt>
<dd>length of time serie.</dd>


</dl>

Q_H: Computing Lower Bound of Ljung-Box Test

Description

Usage

Value

Arguments

Author

References

See Also

Examples