Q-statistic
Encyclopedia
The Q-statistic is a test statistic
output by either the Box-Pierce test or, in a modified version which provides better small sample properties, by the Ljung-Box test
. It follows the chi-squared distribution. See also Portmanteau test
.
The q statistic or studentized range statistic is a statistic used for multiple significance testing across a number of means: see Tukey–Kramer method.
Test statistic
In statistical hypothesis testing, a hypothesis test is typically specified in terms of a test statistic, which is a function of the sample; it is considered as a numerical summary of a set of data that...
output by either the Box-Pierce test or, in a modified version which provides better small sample properties, by the Ljung-Box test
Ljung-Box test
The Ljung–Box test is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero...
. It follows the chi-squared distribution. See also Portmanteau test
Portmanteau test
A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context can have the property of being at least moderately powerful against a wide range of departures from...
.
The q statistic or studentized range statistic is a statistic used for multiple significance testing across a number of means: see Tukey–Kramer method.