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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: 4.0.5.0 (4.0.5.0)
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