I am not very familiar with these validation tests and am looking to just use them in a larger model. I have an ARMA(P,Q) model and $P=Q=2$ gave me the lowest BIC value and hence I stuck to it. Now, I know people do something with the Ljung-Box Q-test test for autocorrelations. I did this on Matlab with lags of 5,10, 15 and hence degrees of freedom of 1,6,11. More explanation of this Matlab function is here: [http://www.mathworks.com/help/econ/lbqtest.html#bt080ir-1] I get $h= [0 0 0]$ and $p=[0.1511, 0.8545, 0.3046]$. Please give me a reason for : i) if this means my ARMA model is good enough, why so? ii) if this means my ARMA model is not good enough, then why so and what should I do instead? [1]: http://www.mathworks.com/help/econ/lbqtest.html#bt080ir-1