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Hassani.SACF

Computing Lower Bound of Ljung-Box Test

v2.0 · Jun 12, 2023 · GPL-3

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>.

Downloads

CRAN

223

Last 30 days

22014th

654

Last 90 days

2.8K

Last year

Trend: +29.7% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

24

Last 90 days

94

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

5

Last 7 days

9

Last 30 days

1

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
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Flavor Status
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r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Line coverage

Expression

Tests / Examples

Functions

2 2 exported

Complexity

3.5 avg / 6 max

Call network

2 nodes / 0 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

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Lowest coverage

Per-function coverage is not measured for this package yet.

Code

Structure

Lines of code

187

Files

7

Compiled share

0%

Has compiled src

No

Language breakdown

R 70 (37.4%)Docs 117 (62.6%)

API

Exported functions

2

Internal functions

0

Recent export changes

v1.0+2 Q_H, SACF

Testing & CI

Has tests

No

Test-to-code ratio

0.00

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

50%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

No

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

System requirements

C++ standard

License

GPL-3

License flags

SPDX valid, OSI approved

History

Versions

2

First release

2022-12-19

Latest release

2023-06-12

Avg cadence

175 days

Cold removal rate

Dep drift

0

LOC over versions

v1.0: 187 LOCv2.0: 187 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Version History

3 tracked
new 2.0 Mar 10, 2026
updated 2.0 ← 1.0 diff Jun 11, 2023
new 1.0 Dec 18, 2022