
Hi All R Experts,

I met with below mentioned statistics in paper "Stock Index Volatility 
Forecasting with High Frequency Data"
by Eugenie Hol, Siem Jan Koopman 
http://ideas.repec.org/p/dgr/uvatin/20020068.html

I would like to ask that what is "Box-Ljung portmantacau statistic based 
on N squared autocorrelation" ?
Is it same as "Box-Ljung Statistics" of stats package ?
Further, please tell me how to compute it ?

I have a return series of an Index.
Please help me in this i am not able to get the statistics what is given 
in the paper for S & P 100:-)

   Sayonara With Smile & With Warm Regards :-)

  G a u r a v   Y a d a v
  Assistant Manager,
  Economic Research & Surveillance Department,
  Clearing Corporation Of India Limited.

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