ISmAutoCorrelation.Probability

Syntax

Probability: Array;

Description

The Probability property returns Ljung-Box Q-statistics probability.

Comments

Ljung-Box Q-statistic is a statistical criterion for revealing degree of autocorrelation in time series.

Example

The property use is given in the example for ISmAutoCorrelation.MissingData.

See also:

ISmAutoCorrelation