Example of Testing Autocorrelations main topic interpreting results session command see also
Example of Testing Autocorrelations Using the results from the Example of Autocorrelation, you can use the Ljung-Box Q (LBQ) statistic to test the null hypothesis that the autocorrelations for all lags up to lag k equal zero. Let's test that all autocorrelations up to a lag of 6 are zero. The LBQ statistic is 56.03.
Step 1: Compute the cumulative probability function
1 Choose Calc > Probability Distributions > Chi-Square.
2 Choose Cumulative Probability.
3 In Degrees of freedom, enter 6 (the lag of your test).
4 Choose Input constant and enter 56.03 (the LBQ value).
5 In Optional storage, enter Cumprob. This stores the cumulative probability function in a constant named Cumprob. Click OK.
Step 2: Compute the p-value
1 Choose Calc > Calculator.
2 In Store result in variable enter pvalue.
3 In Expression, enter 1 - 'Cumprob'. Click OK.
Examine the value in the Data window. In this example, the p-value is 0.000000, which means the p-value is less than 0.0000005. The very small p-value implies that one or more of the autocorrelations up to lag 6 can be judged as significantly different from zero at any reasonable a level.