延迟阶数

ARMA (1, 1)

LB统计量

${\chi }_{0.05}^2\left(m\right)$

1

0.569

3.841

2

0.583

5.991

3

0.596

7.815

4

4.354

9.488

5

5.343

11.071

6

5.884

12.592

7

6.313

14.067

8

7.322

15.507

9

7.322

16.919