Re: [R] Degrees of freedom in the Ljung-Box test

2011-08-28 Thread Marcin Plociennik
I think now everything should be fine and the problem should disappear. And now about my problem. 'x' is not a set of residuals from an ARMA fit. I just have 982 weekly quotations of a given stock index and I want to run a Ljung-Box test on these data to test for autocorrelation. So 'x' would be ex

Re: [R] Degrees of freedom in the Ljung-Box test

2011-08-27 Thread Prof Brian Ripley
Please fix your email settings: your 'From:' field is not in the correct encoding, so I had to manually copy the ASCII part. (The header as received here said it was UTF-8, but it is not valid UTF-8. Most likely no encoding was declared your end.) On Sat, 27 Aug 2011, Marcin Pciennik wrote

[R] Degrees of freedom in the Ljung-Box test

2011-08-27 Thread Marcin P?�ciennik
Dear list members, I have 982 quotations of a given stock index and I want to run a Ljung-Box test on these data to test for autocorrelation. Later on I will estimate 8 coefficients. I do not know how many degrees of freedom should I assume in the formula for Ljung-Box test. Could anyone tell me p