TimeSeriesLjungBoxTest Method (Int32) |
Performs a Ljung-Box test for non-correlation with the given number of lags.
Namespace:
Meta.Numerics.Statistics
Assembly:
Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax public TestResult LjungBoxTest(
int kMax
)
Public Function LjungBoxTest (
kMax As Integer
) As TestResult
public:
TestResult^ LjungBoxTest(
int kMax
)
member LjungBoxTest :
kMax : int -> TestResult
Parameters
- kMax
- Type: SystemInt32
The number of lag times to test.
Return Value
Type:
TestResultThe result of the test.
See Also