statsmodels.tsa.stattools.q_stat¶

statsmodels.tsa.stattools.q_stat(x, nobs)[source]¶

Compute Ljung-Box Q Statistic.

Parameters:¶

x : array_like¶

Array of autocorrelation coefficients. Can be obtained from acf.

nobs : int, optional¶

Number of observations in the entire sample (ie., not just the length of the autocorrelation function results.

Returns:¶

• q-stat (ndarray) – Ljung-Box Q-statistic for autocorrelation parameters.

• p-value (ndarray) – P-value of the Q statistic.

See also

statsmodels.stats.diagnostic.acorr_ljungbox

Ljung-Box Q-test for autocorrelation in time series based on a time series rather than the estimated autocorrelation function.

Notes

Designed to be used with acf.