Box–Pierce QBlocks of blocks bootstrapAdjusted P-valuesDouble bootstrapThis paper describes a test of the null hypothesis that the first K autocorrelations of a covariance stationary time series are zero in the presence of statistical dependence. The test is based on the Box鈥揚ierce Q ...
The Ljung-Box test statistic is given by This is a modification of the Box-Pierce Portmanteau "Q" statistic [3]. Under the null hypothesis, Q(m) follows a distribution. You can use the Ljung-Box Q-test to assess autocorrelation in any series with a constant mean. This includes residual...
KEY WORDS: Serial correlation tests; Box-Pierce Q; blocks of blocks bootstrap, adjusted P- values, double bootstrap. 2 1. Introduction The Box-Pierce (1970) Q K statistic is commonly used to test the null hypothesis that the first K ...
TheLjung-Boxteststatisticisgivenby ThisisamodificationoftheBox-PiercePortmanteau"Q"statistic[3].Underthenullhypothesis,Q(m)followsa distribution. YoucanusetheLjung-BoxQ-testtoassessautocorrelationinanyserieswithaconstantmean.Thisincludesresidualseries, ...
You can test at multiple values of m. If seasonal autocorrelation is possible, you might consider testing at larger values of m, such as 10 or 15. The Ljung-Box test statistic is given by This is a modification of the Box-Pierce Portmanteau "Q" statistic [3]. Under the null hypothesis...
Two scenarios were used to infer the evolutionary pattern of embryophyte PIFs. The first was to test whether positive selection had acted on clade C; clade C was thus set as the foreground (Fig.1B), while the remaining branches were regarded as background. The null model assumes all branch...