Порівняння методів

	Тест Люнга-Бокса Q для автокореляції	Тест Дарбіна-Вотсона на автокореляцію
Галузь	Економетрика	Економетрика
Родина	Hypothesis test	Regression model
Рік появи	1978	1950
Автор методу	Greta Ljung & George Box	James Durbin & Geoffrey Watson
Тип	Portmanteau goodness-of-fit test	Test for first-order residual autocorrelation
Основоположне джерело	Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303.	Durbin, J., & Watson, G. S. (1950). Testing for serial correlation in least squares regression: I. Biometrika, 37(3/4), 409–428.
Інші назви	Ljung-Box Q Test, Modified Box-Pierce Test, Portmanteau Test for Autocorrelation, Otokorelasyon Portmanteau Testi	DW test, Durbin-Watson statistic, Durbin-Watson otokorelasyon testi
Пов'язані	3	4
Підсумок	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 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.