negative values of Ljung-Box diagnostic plot
Yuming-Zhang opened this issue · 0 comments
Yuming-Zhang commented
`n = 1000
model = AR(phi = c(0.9, -0.5), sigma2 = 1)
Xt = gen_gts(n, model, freq = 4)
plot(Xt)
model1 = estimate(AR(1), Xt)
predict(model1, n.ahead = 10)
check(model1)`