So sánh phương pháp

	Kiểm định Q của Ljung-Box về tự tương quan	Kiểm định LM Breusch-Godfrey về Tương quan Chuỗi	Kiểm định Durbin-Watson về Tự tương quan
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Hypothesis test	Regression model	Regression model
Năm ra đời	1978	1978	1950
Người khởi xướng	Greta Ljung & George Box	Trevor Breusch & Leslie Godfrey	James Durbin & Geoffrey Watson
Loại	Portmanteau goodness-of-fit test	Lagrange-multiplier test for serial correlation	Test for first-order residual autocorrelation
Công trình gốc	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.
Tên gọi khác	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
Liên quan	3	3	4
Tóm tắt	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.