Ljung-Box検定
1. Ljung–Box testThe Ljung–Box test is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each distinct lag, it tests the "overall" randomness based on a number of lags, and is therefore a portmanteau test. This test is sometimes known as the Ljung–Box Q test, and it is closely connected to the Box–Pierce test (which is named after George E. P. Box and David A. Pierce).
Read “Ljung–Box test” on English Wikipedia
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Read “Ljung–Box test” on DBpedia
Read “Ljung–Box test” on English Wikipedia
Read “Ljung-Box検定” on Japanese Wikipedia
Read “Ljung–Box test” on DBpedia
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