Definition of Box-Pierce Statistic

Definition: The Box-Pierce statistic is defined on a time series sample for each natural number k by the sum of the squares of the first k sample autocorrelations. The k^th sample autocorrelation is denoted r:
BP(k)=S_s=1^k [r_s²]

Used to tell if a time series is nonstationary.

(Econterms)

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