pastas.stats.tests#
The following methods may be used for the diagnostic checking of the residual time series of a calibrated (Pastas) model.
Functions
Methods to compute various diagnostics checks for a time series. |
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Durbin-Watson test for autocorrelation. |
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Ljung-box test for autocorrelation. |
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Runs test for autocorrelation. |
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Adapted Ljung-Box test to deal with missing data [R89ba55b2393e-stoffer_1992]. |