statsmodels.tsa.stattools.q_stat

statsmodels.tsa.stattools.q_stat(x, nobs, type=None)[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.

Notes

Designed to be used with acf.