 The Ljung–Box test is commonly used in autoregressive integrated moving average (ARIMA) modeling.Note that it is applied to the residuals of a fitted ARIMA model, not the original series, and in such applications the hypothesis actually being tested is that the residuals from the ARIMA model have no autocorrelation.When testing the residuals of an estimated ARIMA model, the degrees of freedom need to be adjusted to reflect the parameter estimation.