4.8.1.1.18. statsmodels.tsa.api.q_stat

statsmodels.tsa.api.q_stat(x, nobs, type='ljungbox')

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.