Table 7.

The ratio between the value of the Ljung–Box statistic $Q(M)$ and the corresponding critical value as well as the p-value of the new test statistic $Q({\xi }_n)$ under the fit of two models for Example 5.1. Model 1: AR(2) model; Model 2: AR(1) model.

	Model 1	Model 2
$Q(M)$	0.5795	1.3713
$Q({\xi }_n)$	0.3660	0.0040