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Ljung-Box test in S-Plus

To: s-news@lists.biostat.wustl.edu
Subject: Ljung-Box test in S-Plus
From: Riccardo Gusso <rgusso@unive.it>
Date: 20 Mar 2003 16:04:51 +0100
Organization:
Reply-to: rgusso@unive.it, grick@libero.it
Hello,
the null hypothesis in the Ljung and Box test should be strict white
noise, that is i.i.d., finite variance random variables; but in S-Plus
autocorTest with method "lb" output I read:

Test for Autocorrelation: Ljung-Box

Null Hypothesis: no autocorrelation

Is this only a lexical question, or the S-Plus implementation of Ljung
and Box test is testing only the absence of correlation between random
variables?

Bye,
          Riccardo

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