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pythonstatisticsstatsmodels

How to use Box Pierce Test in python


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?


Solution

  • 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