// test de blancheur de Portmanteau
function q = test_blancheur(X,k)
  k_max = max(k);
  X_bar = mean(X);
  T = length(X);
  fact = sum((X-X_bar).^2)
  
  for i=1:k_max
    rho(i) = sum( (X(i+1:T) - X_bar).* (X(1:T-i) - X_bar) ) /  fact;
  end
  
  //statistique de test
  Q = T*(T+2)*cumsum( rho.^2 ./ (T-1:-1: T-k_max)');
  Q_sub = Q(k);
  
  [n,m] = size(k);
  if n<m then k=k'; end
  [p,q]=cdfchi("PQ", Q_sub, k);
endfunction