MLEResults.test_serial_correlation(method, lags=None)
[source]
Ljung-box test for no serial correlation of standardized residuals
Null hypothesis is no serial correlation.
Parameters: |
|
---|---|
Returns: |
output – An array with |
Return type: |
array |
If the first d
loglikelihood values were burned (i.e. in the specified model, loglikelihood_burn=d
), then this test is calculated ignoring the first d
residuals.
Output is nan for any endogenous variable which has missing values.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.mlemodel.MLEResults.test_serial_correlation.html