1
$\begingroup$

Good evening all, I am having some trouble understanding the Ljung-Box white-noise test p-value from SAS Forecast. So there are lags where the p-value exceeds 0.05, meaning that we fail to reject the null hypothesis, with the null hypothesis being that the prediction error represents white noise. For those lags where the p-value exceeds 0.05, does it indicate the presence of white noise? Since we fail to reject the null hypothesis, it should be white noise right?

==

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.