Hi everyone,
I've got a question concerning the function Box.test for testing
autocorrelation in my data.
My data consist of (daily) returns of several stocks over time (first
row=time, all other rows=stock returns). I intend to perform a Box-Ljung
test for my returns (for each stock). Since I have about 3000 stocks in my
list, I'm not able to perform the test individually for each stock.
Unfortunately the Box.test only works for univariate series. My goal is to
get a list with every p-value (from the output) of the 3000 tests (that is a
list with 3000 p-values). Any hint how to do this? I tried to do this with
the function mapply, but it didn't work.
Many thanks in advance & best regards
S.B.
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