data("AirPassengers") acf(diff(AirPassengers)) pacf(diff(AirPassengers)) airmod <- arima(log(AirPassengers), order=c(1,1,1), seasonal=c(1,1,1)) ?arima airmod$loglik -2/length(AirPassengers)*(airmod$loglik-length(coefficients(airmod))) Box.test(residuals(airmod), lag=12, type="L", fitdf=length(coef(airmod))) library(tseries) jarque.bera.test(residuals(airmod))