portman.Q uses the cummulative ACF to test for whiteness of a time series.

1 2 | ```
portman.Q(x, K)
``` |

`x` |
A time series (vector without missing values). |

`K` |
the maximum lag of the ACF to be used in the test. |

This is the Ljung-Box version of the the Portemanteau test for whiteness (Tong 1990). It may in particular be usefull to test for whiteness in the residuals from time series models.

A vector is returned consisting of the asymtpotic chi-square value, the associated d.f. and asymptotic p.val for the test of whiteness.

Ottar N. Bjornstad onb1@psu.edu

Tong, H. (1990) Non-linear time series : a dynamical system approach. Clarendon Press, Oxford.

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