# R 3.4.1 require(moments) require(tseries) #################################### ### script for basic statistics ### #################################### basic_stats <- function(ts0) { ts <- as.numeric(ts0) hh <- c("Basic statistics: "," Nobs =", formatC(length(ts), width=9) ) print.noquote(hh) hh <- c("Mean= ", formatC( mean(ts), digits = 5, width= 8, format = "fg") , "StDev= ", formatC( sd(ts) , digits = 5, width= 8, format = "fg") ) print.noquote(hh ) hh <- c("Skewness=",formatC( skewness(ts), digits = 5, width= 8, format = "fg") , "Kurtosis=",formatC( kurtosis(ts), digits = 5, width= 8, format = "fg") ) print.noquote(hh) jarque.bera.test(ts) } ##################################### LjungBox <- function( y,maxlag = round(sqrt(length(y))) ) { lb <- c(1:(3*maxlag)); dim(lb) <- c(maxlag,3); for (ii in 1:maxlag) { bb <- Box.test(y, lag = ii, type = "Ljung-Box", fitdf = 0) for (jj in 1:3) { lb[ii,jj] <- as.numeric(bb[jj]) } } print(c("Ljung-Box statistics:")) print(c("Chi^2", "lag", "p-value")) lb } #####################################