Package: Hassani.SACF
Type: Package
Title: Computing Lower Bound of Ljung-Box Test
Version: 2.0
Date: 2023-06-09
Authors@R: c(
      person(given = "Hossein",
        family = "Hassani",
        role = c("aut"),
        email = "Hassani.stat@gmail.com"
        ),
      person(given = "Masoud",
        family = "Yarmohammdi",
        role = c("aut"),
        email = "masyar@pnu.ac.ir"),
      person(given = "Mohammad Reza",
        family = "Yeganegi",
        role = c("aut"),
        email = "yeganegi@hotmail.com"
        ),
      person(given = "Leila",
        family = "Marvian Mashhad",
        role = c("aut","cre"),
        email = "Leila.marveian@gmail.com"
        )
    )	 	  
Description: The Ljung-Box test is one of the most important tests for time series diagnostics and model selection. 
    The  Hassani SACF (Sum of the Sample Autocorrelation Function) Theorem , however, indicates that the sum of sample autocorrelation function is always fix for 
    any stationary time series with arbitrary length. This package confirms for sensitivity of the Ljung-Box test to 
    the number of lags involved in the test and therefore it should be used with extra caution.
    The Hassani SACF Theorem has been described in : Hassani, Yeganegi and M. R. (2019) <doi:10.1016/j.physa.2018.12.028>.
License: GPL-3
Author: Hossein Hassani [aut],
  Masoud Yarmohammdi [aut],
  Mohammad Reza Yeganegi [aut],
  Leila Marvian Mashhad [aut, cre]
Maintainer: Leila Marvian Mashhad <Leila.marveian@gmail.com>
NeedsCompilation: no
Packaged: 2023-06-09 10:01:51 UTC; ne_da
Repository: CRAN
Date/Publication: 2023-06-12 13:00:02 UTC
Built: R 4.6.0; ; 2026-04-26 19:37:34 UTC; unix
