From: Portmanteau test statistics for seasonal serial correlation in time series models
Test | \(m=10\) | \(m=15\) | \(m=20\) | |||
---|---|---|---|---|---|---|
\(s=12\) | \(s=1\) | \(s=12\) | \(s=1\) | \(s=12\) | \(s=1\) | |
\(Q_{m}(s)\) | 0.822 | 0.114 | 0.381 | 0.030 | 0.574 | 0.069 |
\(\hat{Q}_{m}(s)\) | 0.744 | 0.107 | 0.087 | 0.024 | 0.093 | 0.055 |
\(\tilde{Q}_{m}(s)\) | 0.824 | 0.097 | 0.676 | 0.033 | 0.596 | 0.058 |
\(\mathfrak {D}_{m}(s)\) | 0.623 | 0.057 | 0.520 | 0.076 | 0.570 | 0.054 |