where n is the total number of observation, d is number of differences,ˆrk is the autocorrelation of the residuals for the kthlag ,and h is the number of lags being tested. For significance level ˛,the critical region for rejection of the hypothesis of randomnessis: Q > 21−˛,h, where 21−˛,h is the ˛ quantile of the chi-squared distribution with h degrees of freedom.