How to interpret this result from lbqtest?
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
The time series 'residual' has 61 data points. Can I claim that no auto-correlations are detected?
[h,pValue] = lbqtest(residual,'Lags',[5,10,15,20])
h =
0 0 0 0
pValue =
0.6959 0.8321 0.2296 0.1376
0 commentaires
Réponses (1)
Shashank Prasanna
le 7 Oct 2013
Modifié(e) : Shashank Prasanna
le 7 Oct 2013
Those p-values are quite large compared to default significance of 0.05 If the p-value was less than 0.05, h will be 1 and it is 'statistically significant' that there is some autocorrelation in the residuals. For p-value > 0.05 and h = 0, you cannot be that confident.
h = 0 means that you cannot confidently reject 'no autocorrelation' in the residuals.
h = 1 means you can confidently reject 'no autocorrelation'
You can change set your own significance using alpha
0 commentaires
Voir également
Catégories
En savoir plus sur Smoothing dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!