Why in Fable/Forecast libraries residual diagnostics of ARIMA models is done with Ljung-Box test instead of Breusch-Godfrey?

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面向向阳花
面向向阳花 2021-01-13 03:28

Cheers!

In "forecast" package the test of autocorrelation of residuals is Breusch-Godfrey for time series linear models, and Ljung-Box for ARIMA.

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