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chandinijain/Time Series Analysis 2.ipynb

Last active July 21, 2020 23:59
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Time Series Analysis
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Time Series Analysis 2.ipynb
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@AlaaElagha
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First, thanks for putting these articles together. My question is why are you using Jarque-bera test to test the residuals? Isn't Jarque-bera test for normality? the residuals need to be tested against being white noise, i.e. no serial correlation. Wouldn't Ljung-Box (or Box-Pierce) test be the right test to use since it tests for the non-presence of serial correlation (null hypothesis)?

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