ISmAutoCorrelation.QStatistics

Syntax

QStatistics: Array;

Description

The QStatistics property returns the Ljung-Box Q-statistics.

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