QSTAT: MATLAB module to calculate Ljung-Box q statistic
QSTAT (SERIES, M) returns (row vector) Q, the Ljung & Box corrected Q statistics of serial correlation in (vector) SERIES for each lag order specified by (vector) M, and (row vector) QSIG, the levels of significance at which the associated null hypotheses of no correlation are rejected.
|Requires:||MATLAB Statistics Toolbox.|
|Date of creation:||07 Apr 1998|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
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