Have you tried the following:
library(sos)
(lj <- findFn('ljung box'))
This just identified for me 32 matches in 13 packages, at least
one of which should do what you want. In particular, I wrote the
"AutocorTest" function in FinTS to deal with issues that sound similar
to what you ask. This may not help, but it might.
Best Wishes,
Spencer
On 7/22/2010 5:00 AM, nuncio m wrote:> HI list,
> I want to know whether tsdiag uses k-(p+q) as the lag in ljung
box
> test. How is it possible to save those values
> nuncio
--
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San Jos?, CA 95126