TimeSeriesLjungBoxTest(Int32) Method

Performs a Ljung-Box test for non-correlation with the given number of lags.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public TestResult LjungBoxTest(
	int kMax
)

Parameters

kMax  Int32
The number of lag times to test.

Return Value

TestResult
The result of the test.

See Also