TS_LACK_OF_FIT_P function [Time Series]

Function

Performs the lack-of-fit test for a univariate time series. This function is identical to “TS_LACK_OF_FIT function [Time Series]”, except that it returns the p-value of q, rather than returning q.

Syntax

TS_LACK_OF_FIT_P (timeseries_expression, p_value, q_value, lagmax, [tolerance])
OVER (window-spec)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.