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- Ljung–Box_test abstract "The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the "overall" randomness based on a number of lags, and is therefore a portmanteau test.This test is sometimes known as the Ljung–Box Q test, and it is closely connected to the Box–Pierce test (which is named after George E. P. Box and David A. Pierce). In fact, the Ljung–Box test statistic was described explicitly in the paper that led to the use of the Box-Pierce statistic, and from which that statistic takes its name. The Box-Pierce test statistic is a simplified version of the Ljung–Box statistic for which subsequent simulation studies have shown poor performance.The Ljung–Box test is widely applied in econometrics and other applications of time series analysis.".
- Ljung–Box_test wikiPageID "6534294".
- Ljung–Box_test wikiPageRevisionID "572864100".
- Ljung–Box_test subject Category:Statistical_tests.
- Ljung–Box_test subject Category:Time_domain_analysis.
- Ljung–Box_test subject Category:Time_series_analysis.
- Ljung–Box_test comment "The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the "overall" randomness based on a number of lags, and is therefore a portmanteau test.This test is sometimes known as the Ljung–Box Q test, and it is closely connected to the Box–Pierce test (which is named after George E. P. Box and David A. Pierce).".
- Ljung–Box_test label "Ljung-Box検定".
- Ljung–Box_test label "Ljung–Box test".
- Ljung–Box_test label "Q-тест Льюнга — Бокса".
- Ljung–Box_test sameAs Ljung%E2%80%93Box_test.
- Ljung–Box_test sameAs Ljung-Box検定.
- Ljung–Box_test sameAs Q4047713.
- Ljung–Box_test sameAs Q4047713.
- Ljung–Box_test wasDerivedFrom Ljung–Box_test?oldid=572864100.