Statsmodels
Statsmodels
  • 请登录查看
字典 我要纠错

MLEResults.test_serial_correlation()

statsmodels.tsa.statespace.mlemodel.MLEResults.test_serial_correlation

MLEResults.test_serial_correlation(method, lags=None) [source]

Ljung-box test for no serial correlation of standardized residuals

Null hypothesis is no serial correlation.

Parameters:

method : string {‘ljungbox’,’boxpierece’} or None

登录查看完整内容