[R-SIG-Finance] Testing serial correlation of logreturns

Leigh E. Lommen leigh.lommen at courtesycorporation.com
Mon Jul 12 01:32:21 CEST 2010

If I am testing for serial correlation in log returns in R for lags from
1 to 10 is the following the correct syntax?
   Box.test(log_returns,lag = x, type = "Ljung") #assuming my
log_returns are ln(S_t/S_t-1)

Thanks in advance.

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