# Ljung-Box Statistic

Suppose I fit an AR(2) model to a dataset and get the diagnostics. If the Ljung-Box Statistic is significant for all lags for a time series model what is the interpretation of that? Does that mean that the model is not a good fit? Other than this, the ACF of the residuals indicate that they are stationary and normal.

• It is the case (no white noise/iid). Details here. How did you use ACF to decide that it is normal? – Metrics Apr 18 '13 at 4:56