SeriesLjungBoxTest(IReadOnlyListDouble, 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 static TestResult LjungBoxTest(
	this IReadOnlyList<double> series,
	int kMax
)

VB

<ExtensionAttribute>
Public Shared Function LjungBoxTest ( 
	series As IReadOnlyList(Of Double),
	kMax As Integer
) As TestResult

C++

public:
[ExtensionAttribute]
static TestResult^ LjungBoxTest(
	IReadOnlyList<double>^ series, 
	int kMax
)

F#

[<ExtensionAttribute>]
static member LjungBoxTest : 
        series : IReadOnlyList<float> * 
        kMax : int -> TestResult

TestResult
The result of the test.

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

If you are unsure how many lag times to test, use the default overload LjungBoxTest(IReadOnlyListDouble).