\Header{Box.test}{Box--Pierce and Ljung--Box Tests}
\keyword{ts}{Box.test}
\begin{Description}\relax
Compute the Box--Pierce or Ljung--Box test statistic
for examining the null hypothesis of independence in the
time series \code{x} is computed.\end{Description}
\begin{Usage}
\begin{verbatim}
Box.test (x, lag = 1, type=c("Box-Pierce", "Ljung-Box"))
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{x}] a numeric vector or univariate time series.
\item[\code{lag}] the statistic will be based on \code{lag}
autocorrelation coefficients.
\item[\code{type}] test to be performed: partial matching is used.
\end{ldescription}
\end{Arguments}
\begin{Value}
A list with class \code{"htest"} containing the following components:
\begin{ldescription}
\item[\code{statistic}] the value of the test statistic.
\item[\code{parameter}] the degrees of freedom of the approximate chi-squared
distribution of the test statistic.
\item[\code{p.value}] the p-value of the test.
\item[\code{method}] a character string indicating which type of test was
performed.
\item[\code{data.name}] a character string giving the name of the data.
\end{ldescription}
\end{Value}
\begin{Note}\relax
Missing values are not handled.\end{Note}
\begin{Author}\relax
A. Trapletti\end{Author}
\begin{References}\relax
Box, G. E. P. and Pierce, D. A. (1970) Distribution of residual
correlations in autoregressive-integrated moving average time series
models. \emph{Journal of the American Statistical Association}
\bold{65}, 1509--1526.

Ljung, G. M. and Box, G. E. P. (1978) On a measure of lack of fit in
time series models. \emph{Biometrika} \bold{65}, 553--564.

Harvey, A. C. (1993) \emph{Time Series Models},
2nd Edition, Harvester Wheatsheaf, NY, pp. 44, 45.\end{References}
\begin{Examples}
\begin{ExampleCode}
x <- rnorm (100)
Box.test (x, lag = 1)
Box.test (x, lag = 1, type="Ljung")
\end{ExampleCode}
\end{Examples}

