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...Jenkins family of models). This, according to the main source in documentation of Box.test: G. M. Ljung and G. E. P. Box, On a measure of Lack of Fit in Time Series Models, Biometrika, Vol. 65, No. 2 (August, 1978), pp. 297-303. One can still compute the correct p-value with >1-pchisq(value,correctdf) Nestor (R 2.2.1 on Linux, Suse 9.3) -- Nestor M. Arguea, Chair Department of Marketing and Economics University of West Florida 11000 University Parkway Pensacola, FL 32514 Phone: (850)474-3071 Fax: (850)474-3069

...Jenkins family of models). This, according to the main source in documentation of Box.test: G. M. Ljung and G. E. P. Box, On a measure of Lack of Fit in Time Series Models, Biometrika, Vol. 65, No. 2 (August, 1978), pp. 297-303. One can still compute the correct p-value with >1-pchisq(value,correctdf) Nestor (R 2.2.1 on Linux, Suse 9.3) -- Nestor M. Arguea, Chair Department of Marketing and Economics University of West Florida 11000 University Parkway Pensacola, FL 32514 Phone: (850)474-3071 Fax: (850)474-3069 Message: 64 Date: Wed, 8 Mar 2006 09:09:49 +0100 From: Robert Lundqvist <R...