# statsmodels.tsa.ar_model.AutoRegResults.test_serial_correlation¶

AutoRegResults.test_serial_correlation(lags=None, model_df=None)[source]

Ljung-Box test for residual serial correlation

Parameters
lagsint

The maximum number of lags to use in the test. Jointly tests that all autocorrelations up to and including lag j are zero for j = 1, 2, …, lags. If None, uses lag=12*(nobs/100)^{1/4}.

model_dfint

The model degree of freedom to use when adjusting computing the test statistic to account for parameter estimation. If None, uses the number of AR lags included in the model.

Returns
outputDataFrame

DataFrame containing three columns: the test statistic, the p-value of the test, and the degree of freedom used in the test.

statsmodels.stats.diagnostic.acorr_ljungbox