Sammenlign metoder

	Ljung-Box Q-test for Autokorrelation	Breusch-Godfrey LM-test for seriel korrelation	Durbin-Watson-testen for autokorrelation
Fagområde	Økonometri	Økonometri	Økonometri
Familie	Hypothesis test	Regression model	Regression model
Oprindelsesår	1978	1978	1950
Ophavsperson	Greta Ljung & George Box	Trevor Breusch & Leslie Godfrey	James Durbin & Geoffrey Watson
Type	Portmanteau goodness-of-fit test	Lagrange-multiplier test for serial correlation	Test for first-order residual autocorrelation
Oprindelig kilde	Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303.	Godfrey, L. G. (1978). Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica, 46(6), 1293–1301.	Durbin, J., & Watson, G. S. (1950). Testing for serial correlation in least squares regression: I. Biometrika, 37(3/4), 409–428.
Aliasser	Ljung-Box Q Test, Modified Box-Pierce Test, Portmanteau Test for Autocorrelation, Otokorelasyon Portmanteau Testi	BG test, LM test for autocorrelation, Breusch-Godfrey serial correlation test, Breusch-Godfrey otokorelasyon testi	DW test, Durbin-Watson statistic, Durbin-Watson otokorelasyon testi
Relaterede	3	3	4
Resumé	The Ljung-Box Q test is a diagnostic portmanteau test proposed by Ljung and Box (1978) to assess whether a group of autocorrelations in a time series residual sequence is jointly zero. It is widely used to evaluate the adequacy of fitted time series models — especially ARIMA models — by testing whether remaining residuals exhibit any systematic pattern. The test is applicable in econometrics, finance, and any field that relies on temporal data modeling.	The Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). Unlike the Durbin-Watson test, it detects autocorrelation up to any chosen order p, remains valid when the model includes lagged dependent variables, and produces a definite chi-square p-value rather than an inconclusive region — making it the modern standard for autocorrelation testing.	The Durbin-Watson test, developed by James Durbin and Geoffrey Watson in 1950–1951, detects first-order serial correlation in the residuals of a linear regression. Its statistic ranges from 0 to 4, with a value near 2 indicating no autocorrelation, values toward 0 indicating positive autocorrelation, and values toward 4 indicating negative autocorrelation. It remains one of the most reported regression diagnostics despite well-known limitations.