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Ujian Larian Wald-Wolfowitz×Ujian Q Ljung-Box untuk Autokorelasi×
BidangStatistikEkonometrik
KeluargaHypothesis testHypothesis test
Tahun asal19401978
PengasasAbraham Wald & Jacob WolfowitzGreta Ljung & George Box
JenisNonparametric randomness testPortmanteau goodness-of-fit test
Sumber perintisWald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162. DOI ↗Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303. DOI ↗
AliasWald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)Ljung-Box Q Test, Modified Box-Pierce Test, Portmanteau Test for Autocorrelation, Otokorelasyon Portmanteau Testi
Berkaitan53
RingkasanThe Wald-Wolfowitz runs test is a nonparametric hypothesis test that determines whether a sequence of observations — coded as a series of binary symbols — follows a random pattern or contains systematic structure. Introduced by Abraham Wald and Jacob Wolfowitz in 1940, the test counts the number of uninterrupted runs of identical symbols and asks whether that count is consistent with random arrangement.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.
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ScholarGateBandingkan kaedah: Runs Test · Ljung-Box Test. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare