Construct · 1 fields · 1 citations

Ljung-Box test: a standalone construct

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Time series analysis

a test of whether a group of residual autocorrelations is jointly zero, used to check that a fitted time series model leaves white noise.

In time series analysis, Ljung-Box test refers to a test of whether a group of residual autocorrelations is jointly zero, used to check that a fitted time series model leaves white noise. This meaning comes from Ljung (1978) in Biometrika.[1]

Unit
Recovery means
Measured by

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Nearby constructs

check1 fields · 1 citationsanchor · a standalone construct group4 fields · 4 citationsjingle · one word, four constructs model3 fields · 3 citationsjingle · one word, three constructs

References

Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297-303. https://doi.org/10.1093/biomet/65.2.297

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