It is common to use a Ljung-Box test to check that the residuals from a time series model resemble white noise. However, there is very little practical advice around about how to choose the number of lags for the …
It is common to use a Ljung-Box test to check that the residuals from a time series model resemble white noise. However, there is very little practical advice around about how to choose the number of lags for the …