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Param Estimator

AcorrLjungbox

API referenceSource

Ljung-Box test of autocorrelation.

Quickstart

python
from sktime.param_est.lag import AcorrLjungbox

estimator = AcorrLjungbox(lags=1, boxpierce=False)

Parameters(2)

lagsint or array_like, default=None

  • If lags is an integer then this is taken to be the largest lag that is included.

  • If lags is an array, then all lags are included upto largest lag in the list.

  • If lags is None, then the default maxlag is f``min(10, nobs // 5)``, where nobs is the length of the time series passed in fit. The default number of lags changes if period is set.

boxpiercebool, default=False
If true, then Box-Pierce test results are also returned.

Examples

>>> from sktime.datasets import load_airline
>>> from sktime.param_est.lag import AcorrLjungbox
>>> 
>>> X = load_airline ()
>>> lag_est = AcorrLjungbox ()
>>> lag_est. fit (X) AcorrLjungbox(
... )