I just have a few questions regarding applying the Box-Pierce Q statistic.
I have 52 data points on which i fit a variety of ARIMA models.
To test if the residuals of the model form a white noise, i use the Q statistic:
When i take 1st and 2nd differences i'm essentially left with fewer data points.
So do i still use T=52, or do i use T=50 for the 2nd differenced Time Series?
[NEAS: T = 50]
Also, the Q statistic has (K-p-q) degrees of freedom.
But if i fit an AR(2) model with an annual lag term for seasonality (making the model AR(12)), then what is the value of p?
Is it 12 or 2 or 3?
[NEAS: 3]