Plaintext data looks like this:

P <- structure(list(X77.BANK = c(0, 0, 0, 0.003181659, -0.006386799,
0.028028724, -0.015347692, -0.015910002, 0.00322897, -0.013062473,
0, -0.03809005, 0.021189299, -0.003460532, -0.010550182, 0.01744389,
0.010139631, -0.017033339, 0.010299957, 0), A...A.MATERIAL = c(0,
0, 0, -0.008194479, -0.008352074, 0.008352074, 0.004116566, 0.01608682,
0.019305155, -0.011479818, 0, -0.011791525, -0.00804272, -0.008194479,
-0.012589127, 0.016705694, 0, 0.012120633, 0.023271342, -0.007619397
)), .Names = c("X77.BANK", "A...A.MATERIAL"), row.names = c(NA,
20L), class = "data.frame")

Can you provide your test code exactly? The following both work for me:

R> apply(P,2,Box.test)
$X77.BANK

    Box-Pierce test

data:  newX[, i]
X-squared = 3.1825, df = 1, p-value = 0.07443


$A...A.MATERIAL

    Box-Pierce test

data:  newX[, i]
X-squared = 0.3258, df = 1, p-value = 0.5682

R> apply(P,2,function(x) Box.test(x)$p.value)
X77.BANK A...A.MATERIAL
    0.07443097     0.56815070

Michael


On Tue, Sep 27, 2011 at 5:42 PM, Samir Benzerfa <benzerfa@gmx.ch> wrote:

> Please find the plain text output in the attachment.****
>
> ** **
>
> Yes, I’m sorry! I apologize for the confusion of rows and columns.
> Actually, I want to perform the test for each column and not row.****
>
> ** **
>
> *Von:* R. Michael Weylandt [mailto:michael.weylandt@gmail.com]
> *Gesendet:* Dienstag, 27. September 2011 17:51
> *An:* Samir Benzerfa; r-help
>
> *Betreff:* Re: [R] Question concerning Box.test****
>
> ** **
>
> Send this again using dput() to give a plain text output and I'll look at
> it.
>
> Also, I think you should probably look into the difference between a row
> and a column.
>
> Michael****
>
> On Tue, Sep 27, 2011 at 11:48 AM, Samir Benzerfa <benzerfa@gmx.ch> wrote:*
> ***
>
> Many thanks for your hint. I tried regular apply now. However, it still
> doesn’t work. Function apply works fine with other regular functions like
> sum or mean. But for the function Box.test(x,…) it gives me the following
> error message: ****
>
>  ****
>
> *Error in Box.test(…) : *****
>
> *  x is not a vector or univariate time series*****
>
> * *****
>
> For simplicity, I tried to do the test with a simple 2x20 Matrix for 2
> stocks (see below), but it still does not work. It works well if I do the
> test individually for each row à Box.test(x[,1],…) and Box.test(x[,2],…)**
> **
>
>  ****
>
>        BANK.ABC   ABC.MATERIAL****
>
> 1  0.000000000    0.000000000****
>
> 2  0.000000000    0.000000000****
>
> 3  0.000000000    0.000000000****
>
> 4  0.003181659   -0.008194479****
>
> 5 -0.006386799   -0.008352074****
>
> 6  0.028028724    0.008352074****
>
> 7 -0.015347692    0.004116566****
>
> 8 -0.015910002    0.016086820****
>
> 9  0.003228970    0.019305155****
>
> 10 -0.013062473   -0.011479818****
>
> 11  0.000000000    0.000000000****
>
> 12 -0.038090050   -0.011791525****
>
> 13  0.021189299   -0.008042720****
>
> 14 -0.003460532   -0.008194479****
>
> 15 -0.010550182   -0.012589127****
>
> 16  0.017443890    0.016705694****
>
> 17  0.010139631    0.000000000****
>
> 18 -0.017033339    0.012120633****
>
> 19  0.010299957    0.023271342****
>
> 20  0.000000000   -0.007619397****
>
>  ****
>
> Any other hints? My goal is to do the Box.test for each row (for each
> stock) separately. So I want R to take each row one by one and perform the
> test.****
>
>  ****
>
>  ****
>
> *Von:* R. Michael Weylandt [mailto:michael.weylandt@gmail.com]
> *Gesendet:* Dienstag, 27. September 2011 13:12
> *An:* Samir Benzerfa
> *Cc:* r-help@r-project.org
> *Betreff:* Re: [R] Question concerning Box.test****
>
>  ****
>
> Did you try regular apply? If you have univariate input, there's no reason
> to use the multivariate mapply. Or more generally:
>
> apply(P[-1,],1,function(p) Box.test(p)$p.value)
>
> Michael****
>
> On Tue, Sep 27, 2011 at 4:45 AM, Samir Benzerfa <benzerfa@gmx.ch> wrote:**
> **
>
> 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.
>
>
>
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.****
>
>  ****
>
> ** **
>

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