gof function

Goodness-of-Fit test for a garma_model.

Provides a goodness-of-fit test for a GARMA Model, using Bartletts Tp test. This has been justified for long memory and for GARMA models by Delgado, Hidalgo and Velasco (2005).

gof(object)

Arguments

• object: (garma_model) The garma_model to test.

Returns

Invisibly returns the array of p-values from the test.

References

M Delgado, J Hidalgo, and C Velasco. Distribution free goodness-of-fit tests for linear processes. The Annals of Statistics, 33(6):2568–2609, 2005. DOI: https://doi.org/10.1214/009053605000000606.