SOLVED: We have a further output with some information missing from R based on the same data: checkresiduals(Arima(1,0,0)) Ljung-Box test data: Residuals from ARIMA(1,0,0) with non-zero mean Q* 4.9797, df 6, p-value
Consider the Ljung-Box statistic defined as: where is | Chegg.com
Testing financial time series for autocorrelation: Robust Tests
Solved b. Ljung-Box Q statistic is usually applied to test | Chegg.com
hypothesis testing - Ljung–Box test for a multivariate time series? - Cross Validated
Ljung box test- Auto correlation | SSEI QForum
Robustness of the Ljung-Box Test and its Rank Equivalent - Burns Statistics
ACF of residuals and p-values for the Ljung-Box test of autocorrelation... | Download Scientific Diagram
hypothesis testing - Ljung–Box test for a multivariate time series? - Cross Validated