Arima
Gets the Ljung-Box test for the residuals of the ARIMA model.
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The Ljung-Box test for testing the residuals for auto-correlations up to order order.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public LjungBoxTest GetLjungBoxTest(
int order
)Parameters
- order Int32
- The maximum order of auto-correlations to include in the test.
Return Value
LjungBoxTestThe Ljung-Box test for testing the residuals for auto-correlations up to order order.
Exceptions
| InvalidOperationException | The model has not been fitted. |