rstudio - Why is the Portmanteau test slower in Rcpp than in R? - Stack Overflow
Testing financial time series for autocorrelation: Robust Tests
time series - Ljung-Box Statistics for ARIMA residuals in R: confusing test results - Cross Validated
SOLVED: We have a further utput with some information missing) from R based on the same data: checkresiduals(Arimaly, order-c(1,0,0))) Ljung-Box test data: Residuals from ARIMA(1,0,0) with non-zero mean Q* 4.9797 , df
Robustness of the Ljung-Box Test and its Rank Equivalent - Burns Statistics
hypothesis testing - Ljung–Box test for a multivariate time series? - Cross Validated
Ljung-Box Test failed, but the correlograms of residuals are flat. What do? : r/econometrics