Arima
Gets the Ljung-Box test for the residuals of the ARIMA model.
Definition
Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0
C#
The Ljung-Box test for testing the residuals for auto-correlations up to order order.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0
public LjungBoxTest GetLjungBoxTest(
int order
)Parameters
- order Int32
- The maximum order of auto-correlations to include in the test.
Return Value
LjungBoxTestThe Ljung-Box test for testing the residuals for auto-correlations up to order order.
Remarks
This method is not available when the model is deployed.
It throws an InvalidOperationException if the model is deployed.
Exceptions
| Invalid | Thrown if the model is deployed. |