statsmodels.tsa.stattools.q_stat¶
- statsmodels.tsa.stattools.q_stat(x, nobs)[source]¶
Compute Ljung-Box Q Statistic.
- Parameters:
- xnumpy: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.
- q-stat
Notes
Designed to be used with acf.
