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Difficulty: Medium
Category: statistical_analysis
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Topics: ljung_box, autocorrelation, hypothesis_testing
The Ljung-Box test is a statistical procedure for determining whether any of a group of autocorrelations of a time series are different from zero. It is a portmanteau test, meaning it tests the overall randomness based on a number of lags. In quantitative finance, this test is essential for validating time series models, such as ARIMA or GARCH, by ensuring their residuals exhibit no remaining serial correlation, a key assumption of a well-specified model. Task Implement the function ljung_box_t
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