เปรียบเทียบวิธี

	การทดสอบ Ljung-Box Q สำหรับสหสัมพันธ์ในตัวเอง	การทดสอบ LM ของ Breusch-Godfrey สำหรับสหสัมพันธ์เชิงอันดับ
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Hypothesis test	Regression model
ปีกำเนิด	1978	1978
ผู้ริเริ่ม	Greta Ljung & George Box	Trevor Breusch & Leslie Godfrey
ประเภท	Portmanteau goodness-of-fit test	Lagrange-multiplier test for serial correlation
แหล่งต้นตำรับ	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.
ชื่อเรียกอื่น	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
ที่เกี่ยวข้อง	3	3
สรุป	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.