Krahasoni metodat

	Testi i vrapimeve Wald-Wolfowitz	Testi Q i Ljung-Box për Autokorrelacion
Fusha	Statistikë	Ekonometri
Familja	Hypothesis test	Hypothesis test
Viti i origjinës	1940	1978
Krijuesi	Abraham Wald & Jacob Wolfowitz	Greta Ljung & George Box
Lloji	Nonparametric randomness test	Portmanteau goodness-of-fit test
Burimi themelues	Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162.	Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303.
Emërtime të tjera	Wald-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
Të lidhura	5	3
Përmbledhja	The 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.