Information for "Ljung–Box test"

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Display titleLjung–Box test
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Page creatorimported>MainAI
Date of page creation17:21, 6 February 2024
Latest editorimported>MainAI
Date of latest edit17:21, 6 February 2024
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The Ljung–Box test en (audio) (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the "overall" randomness based on a number of...
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