Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alsoKnownAs |
Ljung–Box Q test
|
| gptkbp:alternativeTo |
autocorrelation exists at one or more lags
|
| gptkbp:appliesTo |
time series data
|
| gptkbp:developedBy |
gptkb:George_E._P._Box
Greta M. Ljung |
| gptkbp:distributionUnderNull |
gptkb:chi-squared_distribution
|
| gptkbp:field |
statistics
time series analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Ljung-Box test
|
| gptkbp:introducedIn |
1978
|
| gptkbp:nullHypothesis |
no autocorrelation at lags up to a certain value
|
| gptkbp:relatedTo |
Box-Pierce test
|
| gptkbp:statistic |
Q statistic
|
| gptkbp:usedFor |
testing autocorrelation
|
| gptkbp:usedIn |
model diagnostics
ARIMA model checking |
| gptkbp:bfsParent |
gptkb:ARIMA_models
|
| gptkbp:bfsLayer |
7
|