D09-F01-A05 · Guided diagnostic lab

Ljung-Box

Aggregate residual autocorrelations into a portmanteau statistic with explicit model degrees of freedom.

Null / reading ruleH0: residual autocorrelations through the selected lag are jointly zero under the chi-square approximation.

1. Validate the series

Full diagnostic scenario seriesNinety-six ordered synthetic observations for the selected known data-generating process.