Ljung–Box test
Ljung–Box test - brief summary
The Ljung–Box test (named for Greta M. Ljung and George E. P. Box) is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the overall randomness based on a number of lags, and is therefore a portmanteau test. The Ljung–Box test is widely applied in econometrics and other applications of time series analysis. A similar assessment can be also carried out with the Breusch–Godfrey test and the Durbin–Watson test.
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