'what formula does python statsmodels library uses to compute the bp_stat value (the Q value for the Box Pierce test)
As far as I know, the $Q$ statistics is computed with the formula
$Q = N \sum_{j=1}^K \rho_j^2$ I created an example where I compute $Q$ by hand and by using:\
sm.stats.acorr_ljungbox(X, lags=[20], return_df=True, boxpierce=True)
From the formula above I get $Q=98.90109886278258$, from statsmodels I get
lb_stat lb_pvalue bp_stat bp_pvalue
102.988873 3.661944e-13 102.474971 4.530947e-13
I understand that bp_stat is the Box-pierce Q statistics, right?
In this case, I get 102.474971.
Does anyone know what formula is Python (statsmodels) using here?
Thanks. PD. I checked the manual and could not find it.
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