R 中的循环求和

Question

I have a vector of squared autocorrelationcoefficients and want to perform the Ljung-Box-Test in R.

So far, I've tried different loops, but nothing really worked and my results don't match the ones you get, when you use box.test.. For instance:

for(i in 1:20) {

Q<- n*(n+2)*sum((vector_squared [1:i])/(n-i))

}

Answer 1

No loop needed here:

Q <- n*(n+2)*sum(cumsum(vector_squared)/(n-(1:20)))

Also, as correctly pointed out in the comments, you run 20 iterations in the loop and everytime you overwrite what you saved in Q in the last iteration.