Box-Ljung Q Statistic

In Time Series analysis, you can shift a series by a given lag k. For that given lag, the Box-Ljung Q statistic is defined by:

Qk = n*(n+2)*Sum(ri2/(n-1))

for i = 1 to k

When the number of observations is large, then the Q statistic has a Chi-square distribution with k-p-q degrees of freedom, where p and q are the number of autoregressive and moving average parameters, respectively.