ArimaModel.GetLjungBoxTest Method

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#
public LjungBoxTest GetLjungBoxTest(
	int order
)

Parameters

order  Int32
The maximum order of auto-correlations to include in the test.

Return Value

LjungBoxTest
The Ljung-Box test for testing the residuals for auto-correlations up to order order.

Exceptions

InvalidOperationExceptionThe model has not been fitted.

See Also