SummaryStatistics function

Summary Statistics

Get comprehensive summary statistics

SummaryStatistics(
  x,
  portmanteau = c("Ljung-Box", "Box-Pierce", "Monti"),
  correlation = c("kendall", "spearman", "pearson"),
  nlag = 20,
  digit = 3
)

Arguments

• x: zoo data matrix
• portmanteau: portmanteau statistics: "Box-Pierce", "Ljung-Box", "Monti"
• correlation: correlation coefficient: "pearson", "kendall", "spearman".
• nlag: number of lags for Weighted Portmanteau statistics
• digit: digit Number of decimal places

Returns

Get summary statistics

Examples

data(dy2012)
SummaryStatistics(dy2012)

Author(s)

David Gabauer