statsmodels.tsa.stattools.q_stat

statsmodels.tsa.stattools.q_stat(x, nobs, type='ljungbox')

Return’s Ljung-Box Q Statistic

xarray-like

Array of autocorrelation coefficients. Can be obtained from acf.

nobsint

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

Returns

q-statarray

Ljung-Box Q-statistic for autocorrelation parameters

p-valuearray

P-value of the Q statistic

Notes

Written to be used with acf.