Click or drag to resize
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: 3.1.0.0 (3.1.0.0)
Syntax
public TestResult LjungBoxTest(
	int kMax
)

Parameters

kMax
Type: SystemInt32
The number of lag times to test.

Return Value

Type: TestResult
The result of the test.
See Also