SeriesLjungBoxTest Method (IReadOnlyListDouble, 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 static TestResult LjungBoxTest(
this IReadOnlyList<double> series,
int kMax
)
<ExtensionAttribute>
Public Shared Function LjungBoxTest (
series As IReadOnlyList(Of Double),
kMax As Integer
) As TestResult
public:
[ExtensionAttribute]
static TestResult^ LjungBoxTest(
IReadOnlyList<double>^ series,
int kMax
)
[<ExtensionAttribute>]
static member LjungBoxTest :
series : IReadOnlyList<float> *
kMax : int -> TestResult
Parameters
- series
- Type: System.Collections.GenericIReadOnlyListDouble
The data series. - kMax
- Type: SystemInt32
The number of lag times to test.
Return Value
Type:
TestResultThe result of the test.
Usage Note
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).
Remarks See Also