Ljung–Box Q = n(n + 2)·Σ_{k ≤ lags} ρ̂²_k / (n − k) against χ²(lags − modelDf),
as statsmodels' acorr_ljungbox (autocorrelations of the demeaned series
over its total sum of squares). Run it on z for the mean, on z² for what
remains of the variance dynamics.
Ljung–Box Q = n(n + 2)·Σ_{k ≤ lags} ρ̂²_k / (n − k) against χ²(lags − modelDf), as statsmodels'
acorr_ljungbox(autocorrelations of the demeaned series over its total sum of squares). Run it on z for the mean, on z² for what remains of the variance dynamics.