data(LakeHuron)
fit<-arima(LakeHuron,order=c(1,0,1))
pdf("ts11.pdf",width=7,height=6)
par(mar=c(4,4,4,2))
tsdiag(fit)
dev.off()
Box.test(fit$residuals,lag=1)
Box-Pierce test
data: fit$residuals
X-squared = 0.0021, df = 1, p-value = 0.9631
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# Zeitreihenanalyse:
data(LakeHuron) fit<-arima(LakeHuron,order=c(1,0,1)) pdf("ts11.pdf",width=7,height=6) par(mar=c(4,4,4,2)) tsdiag(fit) dev.off() Box.test(fit$residuals,lag=1) Box-Pierce test data: fit$residuals X-squared = 0.0021, df = 1, p-value = 0.9631 |