John,

Tsay has code for multivariate Ljung-Box test statistic on
http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009/

-Hannu

On Tue, Mar 31, 2009 at 1:47 PM, John Seppänen <john.seppanen99@gmail.com>wrote:

> Hi!
>
> I know that there is function in fBasics package for univariate Jarque-Bera
> test and a funtion for univariate Ljung-Box test in stats package. But I am
> wondering if there is a function somewhere to do the tests for multivariate
> time series?
>
> Thanks,
> John
>
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