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tolou
2011 Feb 25
0
time series with NA - acf - tsdiag - Ljung-Box
...st with type Ljung-Box, I can specify a correct df
to my estimated model (fitdf = p + q). So, I could do this test with
different lags, evaluate their significance, and then plot it. However, in
Box.test NA are not handled.
But, it is possible to do a Ljung-Box test with missing data [Stoffer &
Toloi, 1992. A note on the Ljung-Box-Pierce pormanteau statistic with
missing data].
*a)* Do you know any function to do a Ljung-Box test with NA?
*Q3) *In general, what (other?) tools do you recommend to use for time
series with missing data?
I had been using auto.arima and arima functions.
I don'...