does anybody know what type of residuals is used in the Ljung box test in R?
raw or standardized?
Because basically when I fit a GARCH model using garchFit, the summary() function gives me all the Ljung box test results. But when I use ugarch to fit an EGARCH model, then the results don't come up. SO I try to use Box.test((residuals(eGARCH,standardize=T))^2,lag=5,type="Ljung-Box",fitdf=2) but I get very different results whether I use standardize or not. Box.test((residuals(gjrGARCH1,standardize=T))^2,lag=5,type="Ljung-Box",fitdf=2)