[R] Determination of lag value for Box.test

m.gharbi m.gharbi at yahoo.fr
Thu Jul 30 00:14:11 CEST 2009


Hi,

I saw that tsdiag function doesn't provide a correct result for Ljung-Box
test. I want to use Box.test function for this, but I don't know how to
determine lag parameter for this function. 
For fitdf, as I'm using a SARIMA model (0,1,1)(0,1,1)12, I decided to set it
to 2.

Can you confirm me the value for fitdf and give me a way to determine the
lag value?

Thanks
Myriam
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