The Ljung–Box test /juːng-bɑks/ (audio) (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations...

assessment can be also carried out with the Breusch–Godfrey test and the Ljung–Box test. If e t {\textstyle e_{t}} is the residual given by e t = ρ e...

command, or under the "Test" → "Autocorrelation" menu entry in the GUI client. Breusch–Pagan test Durbin–Watson test Ljung–Box test Autoregressive-moving-average...

series are different from zero. This test is the Ljung–Box test, which is an improved version of the Box–Pierce test, having been devised at essentially...

(Plotting the mean and variance of residuals over time and performing a Ljung–Box test or plotting autocorrelation and partial autocorrelation of the residuals...

a unit root. Popular serial correlation tests include: Breusch–Godfrey test Ljung–Box test Durbin–Watson test Kočenda, Evžen; Alexandr, Černý (2014),...

Greta Marianne Ljung (born 1941) is a Finnish American statistician. The Ljung–Box test for time series data is named after her and her graduate school...

George Edward Pelham Box FRS (18 October 1919 – 28 March 2013) was a British statistician, who worked in the areas of quality control, time-series analysis...

List of statisticians Listwise deletion Little's law Littlewood's law Ljung–Box test Local convex hull Local independence Local martingale Local regression...

quartiles. In addition to the box on a box plot, there can be lines (which are called whiskers) extending from the box indicating variability outside...