Ljung-Box Q (aprox)
- Created by
- Renato Passos, Eng. de Software
- Reviewed by
- Renato Passos, Eng. de Software
Last updated: Apr 18, 2026
About this calculator
The Ljung-Box Q (approx) calculator is an online tool that helps to detect the presence of patterns in time series. It uses the formula Q = n(n+2)·Σ(r²/(n−k)), where n is the number of observations, r is the residual and k is the order of the test.
With this calculator, you can determine if a time series is static or if there is a underlying temporal structure. This is useful in trend analysis and time series forecasting.
It is essential to remember that the Ljung-Box Q (approx) calculator is not a substitute for an appropriate statistical test, but rather an auxiliary tool. It is recommended to consult a statistician expert to get accurate interpretations of the results.
Frequently asked questions
What is the Ljung-Box Q?
The Ljung-Box Q is a statistic that measures the presence of patterns in time series. It is frequently used to test the hypothesis that a time series is static.
When to use the Ljung-Box Q calculator?
The Ljung-Box Q calculator should be used when you want to detect patterns in time series, such as trends or underlying temporal structures.
What do the calculator results mean?
The results of the Ljung-Box Q calculator indicate the presence or absence of patterns in a time series. Low values suggest that the series is static, while high values indicate presence of patterns.
Can I trust the calculator results?
No. The results of the Ljung-Box Q calculator should be considered only as an auxiliary tool. Consult a statistician expert to get accurate interpretations.