LjungBoxTest Class

public sealed class LjungBoxTest : OneSampleTest

Public NotInheritable Class LjungBoxTest
	Inherits OneSampleTest

public ref class LjungBoxTest sealed : public OneSampleTest

[<SealedAttribute>]
type LjungBoxTest = 
    class
        inherit OneSampleTest
    end

Inheritance

Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  LjungBoxTest

Use the LjungBoxTest class to test whether the auto-correlations of a time series are zero.

The LjungBoxTest can be used to validate time series models like an ArimaModel or a GarchModel. The residuals of these models should not have any auto-correlations.

Reference