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.