A Novel Correction for the Adjusted Box-Pierce Test

The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing or designing new techniques. Adjusted achieves the best results with respect attaining rates closer values. This research paper proposes a further correction adjusted test that possesses near perfect approach is based on an inflation rejection region all sample sizes lags calculated via linear model applied simulated data encompasses large range scenarios. Our show goodness-of-fit time series statistics.