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SeriesLjungBoxTest Method (IReadOnlyListDouble, 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: 4.1.4
Syntax
public static TestResult LjungBoxTest(
	this IReadOnlyList<double> series,
	int kMax
)

Parameters

series
Type: System.Collections.GenericIReadOnlyListDouble
The data series.
kMax
Type: SystemInt32
The number of lag times to test.

Return Value

Type: TestResult
The result of the test.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
Remarks
See Also