Ljung-Box Test for Detecting White Noise using Python скачать в хорошем качестве

Ljung-Box Test for Detecting White Noise using Python

Ljung-Box test for autocorrrelation. This test is widely used in econometrics to determine whether a time series contains significant serial correlation. It is also applied to residuals from a fitted forecasting model to determine whether the model has captured all of the significant structure in the data. A good way to check if your time series is white noise or not! Link to the notebook - https://github.com/bhattbhavesh91/tim... If you do have any questions with what we covered in this video then feel free to ask in the comment section below & I'll do my best to answer those. If you enjoy these tutorials & would like to support them then the easiest way is to simply like the video & give it a thumbs up & also it's a huge help to share these videos with anyone who you think would find them useful. Please consider clicking the SUBSCRIBE button to be notified for future videos & thank you all for watching. You can find me on: Blog - http://bhattbhavesh91.github.io Twitter -   / _bhaveshbhatt   GitHub - https://github.com/bhattbhavesh91 Medium -   / bhattbhavesh91   #LjungBox #Autocorrelation #TimeSeries