statsmodels.tsa.stattools.q_stat¶
-
statsmodels.tsa.stattools.
q_stat
(x, nobs, type=None)[source]¶ Compute Ljung-Box Q Statistic.
- Parameters
- xarray_like
Array of autocorrelation coefficients. Can be obtained from acf.
- nobs
int
,optional
Number of observations in the entire sample (ie., not just the length of the autocorrelation function results.
- Returns
Notes
Designed to be used with acf.