com.datumbox.framework.core.statistics.parametrics.onesample

Class LjungBox

java.lang.Object

com.datumbox.framework.core.statistics.parametrics.onesample.LjungBox

public class LjungBox
extends java.lang.Object

LjungBox's parametric test for autocorrelation of timeseries.

Constructor Summary

Constructors

Constructor and Description
LjungBox()

Method Summary

Modifier and Type	Method and Description
static boolean	testAutocorrelation(FlatDataCollection pkList, int n, double aLevel) Autocorrelation test for many pk

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LjungBox

public LjungBox()

Method Detail

testAutocorrelation

public static boolean testAutocorrelation(FlatDataCollection pkList,
                                          int n,
                                          double aLevel)

Autocorrelation test for many pk

Parameters:

pkList -

n -

aLevel -

Returns: