Ljung Box test on Multi-Seasonal time series

Hi everyone!

I am working on a multi-seasonal time series (hourly) problem. For deseasonalization, I have been using R's mstl package. Initially, I decomposed the time-series into trend, residual, and 2 seasonal components (24 hours and 1 week). I was performing some residual diagnostic to see if there are existing periodicity in the residual by running tests like Ljung-Box test. However, my question is, is it okay to use Ljung-Box test on the residuals delivered by mstl? Because I have always seen these tests being applied on model residuals (not on some decomposed residuals).

Cheers everyone!

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👤︎ u/tanweer_m
📅︎ Sep 10 2021
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Ljung-Box Test failed, but the correlograms of residuals are flat. What do?

I am trying to forecast the Housing Price Index for Toronto and Vancouver for the next 5 years, on Eviews.

My data is monthly and non-stationary, so I ended up taking the second difference for the Toronto data with 24 lags, and the first difference for the Vancouver data, also with 24 lags.

So I applied the Box-Jenkins methodology to estimate models, for Toronto the best fit is ARIMA (1,1,5), and for Vancouver was ARIMA(1,1,1) with an additional MA(3) term.

But while the correlograms of the residuals for both look flat, they don't pass the Ljung-Box test.

Toronto: https://imgur.com/i4ZmGtk Vancouver: https://imgur.com/CfcfOTL

What am I doing wrong? How do I proceed?

I am absolutely not good at this. I'm an A-grade student but this class was just too hard to follow.

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👤︎ u/ShayJayLee
📅︎ Apr 24 2019
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Selection of lag number for Ljung-Box test

Hey,

I've got a stationary time series with around T = 300 observations.I want to test for auto correlation in this series using the Ljung-Box test.

However I'm not sure how to select the number of lags to be included.
I've seen three primary approaches, take min(10, T / 2), ln(T) and take a high value, e.g. 30 and test for all lag number smaller or equal to this value, then take the smallest out of the resulting p-values.

I have two questions:

  1. Which approach would you take.
  2. More specifically is the third approach reasonable or will I distort my result by selecting the smallest out of a bunch of theoretically somewhat independent p-values?

I'm happy about every paper I can read / cite on that.

Thanks in advance.

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📅︎ Jan 01 2020
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What package do I need to install so the Box.Ljung.Test works?
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📅︎ Apr 30 2020
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Introduction of Time Series Forecasting | Part 4 | ACF, Ljung box test f... youtube.com/attribution_l…
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📅︎ Nov 08 2017
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Ljung-Box to see if squared residuals are GARCH-type Not working.

Hi! I'm trying to do a Ljung-Box test to see if the squared residuals meet the GARCH model conditions. I am working with stock returns. I do make my regression:

Datatib$USAVALRet <- log(Datatib$PUSAVAL) - log(lag(Datatib$PUSAVAL))

Then I want to do the LB test:

Box.test(Datatib$USAVALRet, lag = 1, type = c("Ljung-Box"))

But it is not working for some reason... This is the result. It makes no sense considering these are stock prices. Does anybody know why this doesn't work?

X-squared = NaN, df = 1, p-value = NA

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📅︎ Apr 30 2020
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I Biskopsgården (fotograf: Veronika Ljung Nielsen, DN).
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👤︎ u/Mellanchef
📅︎ Jul 03 2021
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New Arknights Soundtrack: StayLoose/STèLOUSE - Never Give Up (ft. Sara/Sara Ljung)
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📅︎ Jul 22 2021
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Why didn’t/don’t they just mail every household a box of rapid tests.

I know some family’s have 6-7-8 + people but wouldn’t it be a start at least. No one would be able to hoard necessarily. Then after mailing them all out give them rest away at pharmacies? I mean I get postage would add up but come on we gave away million dollars lottos.

Edit * Temperature control why wouldn’t we send one of those mail pick up tags then to every mailbox so people could use that tag to pick up their box at location x y z. Once every household or dwelling had their box then give the rest away as a free for all.

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📅︎ Jan 19 2022
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Trying to get into watercolor with no prior experience - my first finished test (using my ancient school paint box)!
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👤︎ u/Ragrunzel
📅︎ Jan 18 2022
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A box of two BinaxNOW rapid antigen tests is going for approx. $25 at local pharmacies in Boston. In the U.K., the government is making seven tests available to people for free each week.
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📅︎ Dec 10 2021
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Wife waited in line for Covid test this morning only to be handed a box of rapid tests when she was next to be tested and told to go home.

She waited at U of M walk-in for a little over an hour, was next to be tested and they said she needs to take a rapid test that has to be positive before they will test her. Rest of our family is sick at home and have already been tested and are waiting for results.

As I think about this, it says to me, they are trying to weed out negatives on the PCR to be able to catch up with testing. And honestly handing out the rapid tests will lower the waits.

But if it comes back positive she has to wait in line again for a PCR.

Would be interested to see if they are going walk down the lines at the testing centres handing out tests to the waiting cars

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📅︎ Dec 24 2021
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Who wants to bet that we will see a flood of rapid tests on FB marketplace and kijiji in the coming days for $100/box?

I’ve already seen people trying to bootleg the free ones their kids got from school. My faith in humanity is declining.

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👤︎ u/RedRumples
📅︎ Dec 17 2021
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Covid box tests availability?

The previous thread has kind of washed up. I wanted to start a new one as I have friends who are still looking to get their hands on some at home tests if possible. Please post where you’ve last seen them, thanks!

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📅︎ Jan 02 2022
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People on Crypto.com we need to test the Box Theory!

As the title says, I think they buffet the rates on the next mystery box you open for a limited amount of time. I saw someone who just got a platinum box and I wanted to test it out for myself. I went I opened a box and I got a Gold Box. I opened another one and it was a Silver Box. So I guess that’s why I assume that the buff only works on your next Box that you open. I hope that people can test it out and let me know if that’s actually happening to everyone. I would be excited to see what boxes people get. Also I think is a nice way to say sorry for the inconvenience from the CDC team.

Anyway I am blabbering, fingers crossed that many of you get platinum boxes if that is true. Good luck!

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👤︎ u/Kilv3r
📅︎ Jan 17 2022
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Publicly funded Rapid Tests are @ Shoppers ready to be “sold” to businesses according to internal comms. SDM will be paid $14 for every box a business picks up. The chain has been using tests for free on staff. The program is run under direction of BC govt. reddit.com/gallery/ryutyy
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👤︎ u/4jsteven
📅︎ Jan 08 2022
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I have prescription test it’s about 6 months old, is it safe to use? It’s been I the box, put away, never opened
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📅︎ Jan 18 2022
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Tried the box test, came back positive. She's a cat! :) v.redd.it/0r0o3wwkp8a81
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👤︎ u/Murdash
📅︎ Jan 07 2022
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At Home COVID Tests available @ CVS 70 Hudson as of 6 PM 12/31/21. Abbott Binax Now (2 boxes per person, 2 tests per box) & Flow Flex (4 boxes per person, 1 test per box).
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👤︎ u/TheMikri
📅︎ Jan 01 2022
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can we talk about how much of a joke LSU's handling of covid testing is? We have to provide "proof" of a negative test to return, but it's just a box you check?

This semester will be hell, I've got 8 people in my family currently positive nearly double that between friends/aquaintances. It's either gonna no differently from last semester or we're gonna be back to zoom university with shitty teachers in no time. I hate to be such an insufferable prick here but this is my last semester, and I hate the idea of being back online and even more at the mercy of teachers who don't care.

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👤︎ u/MoonLadd
📅︎ Jan 15 2022
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[NPD] Pedal build test box made from what I have in the workbench. Simple switch is just in place till a proper one arrives. Circuit will be in the tincan so I can simulate the shielding properties.
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👤︎ u/vgbn
📅︎ Jan 05 2022
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Arknights Locked Box Test
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📅︎ Dec 01 2021
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The CVS by PSU on Harrison just got a massive box shipment of take home covid tests.

Limit 4 per person.

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📅︎ Dec 31 2021
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[Dune] if Paul pulled his hand out of the box during the gom jabbar test and ran away before he was pricked w the needle, would the reverend mother chase him around the room until she pricked him / killed him?
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📅︎ Nov 06 2021
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My at home COVID test requires downloading an app and using your phone to view results (the box also says “compatible smartphone not included” 🤣) reddit.com/gallery/rzzk1d
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📅︎ Jan 09 2022
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Not fancy brownies baked w/ a $3 box mix + a cup of my homemade Sativa butter. Gonna test half a square today & discover the dose. Don’t you just love science?
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📅︎ Jan 07 2022
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TRIBBLE (test server): Making available master keys & limited amounts of lock box/lobi items for testing!

Hey all,

I've seen people on this sub giving stuff away on Tribble (the test server, not the actual live/holodeck server), and since one big point of contention for some players is not being able to test lobi or lockbox stuff if they don't have master keys on live, I thought I'd help out in a small way with some offers.

You can only pick one of the offers below, once per account. This restriction is put in place to keep the workload fair for everyone, as well as giving everyone who participates a higher chance of getting what they ask for.

Master key offer:

If you can't copy master keys over to Tribble from the live server, but you want to test lock box stuff on TRIBBLE, put in a request as per below and I'll try and get you some master keys on Tribble to play with there. While the exact number of master keys given may be different, it will be reasonable enough to get a good go at lock boxes (at least 10, maybe more if its reasonable for me to do so).

Item offer:

If you want a specific lock box (Infinity or Discovery only) or lobi ship item pack on TRIBBLE (I can only do kits, traits, weapons packs and a limited [a few of the first requests at my discretion] amount of Lobi or Infinity pack T5 ships) and I have it already or can get it without too much fuss, I will try and send the item to you - if you want this option, put in a request as per below and I will mail you the item if this is the case.

How to request the offers:

Please use the below post format please (use bracketed guidance, and delete the bracketed stuff in your actual post). Posts not in this format may not be able to be processed.

Handle: (your STO handle)
Offer(s) requested: (write 'master key' or 'item')
(only if an item is requested) Item: (in choice FROM pack name order - e.g. Need-to-Know Basis FROM Infinity Prize Pack - Starship Trait)
(write "Discovery LB item" if you are requesting a Discovery Lockbox item, otherwise write nothing)
(write "Lobi item" if you are requesting a Lobi Store ship, otherwise write nothing)

Happy testing!

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👤︎ u/sau226
📅︎ Jan 19 2022
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So the pumpkin box (nd 40$ skins) is to test how stupid the fanbase is right? costs 2, 63% chance for 1, 31% chance for 2, less than 94% chance for anything else.
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👤︎ u/HttP00p
📅︎ Oct 20 2021
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"Var är tvålen?" med Povel Ramel och Martin Ljung från filmen "Ratataa eller The Staffan Stolle Story" (1956) youtube.com/watch?v=8k7p2…
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👤︎ u/Xoloj
📅︎ Mar 20 2021
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Necrons color test for upcoming Battleforce Box. I'm leaning towards the green with red/orange energy? 🤔 No particular lore in mind. Thoughts?
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👤︎ u/darcybono
📅︎ Dec 09 2021
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Rosa Ljung Deco Helsingborg reddit.com/gallery/l64dvo
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👤︎ u/SolSara
📅︎ Jan 27 2021
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Just found out a friend of mine in the USA pays $50 for a set of 2 lateral flow tests. These are boxes of tests we get for free from the NHS in the UK. Each box has 7 test kits. It would cost $875 in the USA to buy this many LFTs.
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📅︎ Dec 29 2021
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Gom Jabbar Box Test Question

Wondering if the Gom Jabbar Box would only be effective the first time on the user?

If it was administered a second time, the user would know that the pain is only “imagined” and temporary, and it might not have the same weight.

Any knowledge or lore on this?

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📅︎ Jan 05 2022
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Mccordsville CVS has COVID tests. $10 per test, limit 6. Just FYI, plenty in the box when I checked out
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👤︎ u/cmgww
📅︎ Jan 14 2022
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Åberg, Schaffer och Ljung inviger Artyria

Multikonstnären Lasse Åberg (tigern) tillsammans med gitarrlegenden Janne Schaffer (zebran) och pianisten Peter Ljung (pantern) delar med sig av sina helt makalösa karriärer som sträcker sig nära 60 år i konstens och musikens tecken.

#artyria #janneschaffer #lasseåberg #peterljung

https://bananklubben.se/aberg-schaffer-och-ljung-inviger-artyria/

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👤︎ u/Guldstrand
📅︎ Aug 10 2021
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Did anyone ship their covid test from a USPS drop box

I shipped mine on the 11th and have yet to receive any result. The wording on what was allowed on in the drop boxes was a little confusing and now I’m not sure whether they actually processed it or not. Did anyone else use a usps drop box and did you get a result back?

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👤︎ u/KruppJ
📅︎ Jan 16 2022
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Library Greyhound, Seltzer, 500 pieces. Art by Kiki Ljung. I've never done a puzzle from this brand before and the quality was pretty good! Vivid colors, nice pieces, interesting cut and came with an insert for reference. A good way to pass time during a blizzard.
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📅︎ Feb 08 2021
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Sound test. Akko mod 004. Stock Anubis switches, stock stabilizers, GMK Hammerhead. PE foam on top of the PCB, 2 layers of tape on the underside. A lot of Noico in the case since the board is very pingy out of the box. v.redd.it/za1mju50t3781
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👤︎ u/phero1190
📅︎ Dec 22 2021
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If we have a problem during the test, do we just speak to the proctor or contact them via the chat box? How can we efficiently let the proctor know if there’s a problem so they can stop the timer right away? If got discounted do we just restart and log back in on proctoru website?

Correct typo - disconnected* /discounted

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📅︎ Jan 15 2022
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$40 Covid test box for 2 tests reddit.com/gallery/rt3noh
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📅︎ Dec 31 2021
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8-19 dpo progression easy@home. 18&19 dpo tests are from a different box and if you look closely have thicker lines! Clearblue digital weeks 3+ reading on 19dpo, was 2-3 weeks on 17 dpo. Done testing now!
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👤︎ u/Cfataker
📅︎ Jan 05 2022
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Keydous NJ80 - Straight from the box, sound test in comments.
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📅︎ Nov 27 2021
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Do you ever get back the stuff you put into the box during the test to get into the Village for the first time? I had a LOT of stuff.
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📅︎ Jan 16 2022
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