In statsmodels I can only find the Ljung-Box test, which is apparently different to the Box-Pierce test. How would I use the box pierce test in python?
statsmodels ljung_box
has a keyword option boxpierce
. If this is set to true, then it returns box-pierce test results in addition to those for ljung-box
`https://www.statsmodels.org/stable/generated/statsmodels.stats.diagnostic.acorr_ljungbox.html