Ljung
Properties
| Degrees | Gets the degrees of freedom of the distribution of the statistic. |
| Distribution |
Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest) |
| Fit | Gets or sets the number of degrees of freedom of the model that produced the sample. |
| Hypothesis |
Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest) |
| Name |
Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name) |
| Order | Gets or sets the largest auto-correlation order to test for. |
| PValue |
Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest) |
| Sample |
Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>) |
| Significance |
Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest) |
| Statistic |
Gets the value of the test statistic.
(Inherited from HypothesisTest) |