RecursiveLSResults.test_serial_correlation(method, lags=None)
Ljungbox test for no serial correlation of standardized residuals
Null hypothesis is no serial correlation.
Parameters: 


Returns: 
output – An array with 
Return type: 
array 
If the first d
loglikelihood values were burned (i.e. in the specified model, loglikelihood_burn=d
), then this test is calculated ignoring the first d
residuals.
Output is nan for any endogenous variable which has missing values.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLSResults.test_serial_correlation.html