statsmodels.tsa.stattools.q_stat¶

statsmodels.tsa.stattools.q_stat(x, nobs, type='ljungbox')[source]¶

Return’s Ljung-Box Q Statistic

x : array-like: Array of autocorrelation coefficients. Can be obtained from acf.
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.