ts-arima-forecast/dist/utils/diagnostics.d.ts

TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting

export declare class Diagnostics {
    static ljungBox(residuals: number[], lags?: number): {
        statistic: number;
        pValue: number;
    };
    static jarqueBera(residuals: number[]): {
        statistic: number;
        pValue: number;
    };
    private static chiSquarePValue;
    static plotResiduals(residuals: number[]): {
        mean: number;
        variance: number;
        autocorrelations: number[];
        ljungBox: {
            statistic: number;
            pValue: number;
        };
        jarqueBera: {
            statistic: number;
            pValue: number;
        };
    };
}
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