LjungBoxTest Constructor

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

LjungBoxTest(Vector<Double>, Int32) Constructs a new Ljung-Box test.
LjungBoxTest(Vector<Double>, Int32, Int32) Constructs a new Ljung-Box test.

LjungBoxTest(Vector<Double>, Int32)

Constructs a new Ljung-Box test.
C#
public LjungBoxTest(
	Vector<double> sample,
	int order
)

Parameters

sample  Vector<Double>
The Vector<T> the test is to be applied to.
order  Int32
The maximum auto-correlation order to test for.

LjungBoxTest(Vector<Double>, Int32, Int32)

Constructs a new Ljung-Box test.
C#
public LjungBoxTest(
	Vector<double> sample,
	int order,
	int fitDegreesOfFreedom
)

Parameters

sample  Vector<Double>
The Vector<T> the test is to be applied to.
order  Int32
The maximum auto-correlation order to test for.
fitDegreesOfFreedom  Int32
The number of degrees of freedom in the model that produced sample.

See Also