tsa.stattools.q_stat()
statsmodels.tsa.stattools.q_stat
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statsmodels.tsa.stattools.q_stat(x, nobs, type='ljungbox')
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Return’s Ljung-Box Q Statistic
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x : array-like
- Array of autocorrelation coefficients. Can be obtained from acf.
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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.
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© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.q_stat.html