Box-Pierce Test

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A Box-Pierce Test is a statistical test for autocorrelations.



References

2016

[math]\displaystyle{ Q_\text{BP} = n \sum_{k=1}^h \hat{\rho}^2_k, }[/math]
and it uses the same critical region as defined above.
Simulation studies have shown that the Ljung–Box statistic is better for all sample sizes including small ones.