CHANGELOG.md

# Changelog

## [0.1.0] - 2026-05-03

### Added

- `LjungBox.test/2` — runs the full Ljung-Box test; returns a map with
  `:statistic`, `:p_value`, `:lags`, and `:n`. Defaults to 10 lags.
- `LjungBox.statistic/2` — computes the Q-statistic:
  `Q = n(n+2) * Σ ρ̂_k² / (n-k)`.
- `LjungBox.autocorrelation/2` — sample autocorrelation at a single lag.
- `LjungBox.autocorrelations/2` — sample autocorrelations at lags 1..max_lag.
- Pure-Elixir p-value computation via the regularised incomplete gamma function
  (Lanczos log-gamma + Lentz continued-fraction method). No external
  dependencies required.