statsmodels.stats.diagnostic.acorr_ljungbox(x, lags=None, boxpierce=False)
[source]
LjungBox test for no autocorrelation
Parameters: 


Returns: 

LjungBox and BoxPierce statistic differ in their scaling of the autocorrelation function. LjungBox test is reported to have better small sample properties.
TODO: could be extended to work with more than one series 1d or nd ? axis ? ravel ? needs more testing
Verification
Looks correctly sized in Monte Carlo studies. not yet compared to verified values
see example script
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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.acorr_ljungbox.html