7.8.1.10. statsmodels.tsa.stattools.q_stat¶

statsmodels.tsa.stattools.q_stat(x, nobs, type='ljungbox')[source]¶

Return’s Ljung-Box Q Statistic

x

: array-like

Array of autocorrelation coefficients. Can be obtained from acf.

nobs

: int

Number of observations in the entire sample (ie., not just the length of the autocorrelation function results.

Returns:	q-stat : array Ljung-Box Q-statistic for autocorrelation parameters p-value : array P-value of the Q statistic

Notes

Written to be used with acf.