1. 
   Q-statistic
   Of Ljung-Box. A test for higher-order serial correlation in residuals from a regression. Source: RATS manual, p. 1-15 Contexts: time series; estimation; econometrics
   Found op http://www.econterms.com/glossary.cgi?query=Q-statistic
   
   
2. 
   Q-statistic
   The Q-statistic is a test statistic output by either the Box-Pierce test or, in a modified version which provides better small sample properties, by the Ljung-Box test. It follows the chi-squared distribution. See also Portmanteau test. The q statistic or studentized range statistic is a statistic ...
   Found op http://en.wikipedia.org/wiki/Q-statistic
   
   

Tip: double click on a word to show its meaning.