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.
>
>
>
>
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>
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