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Jul 18th, 2019
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  1. x=matrix(rnorm(1500),500,3)
  2. mq(x)
  3.  
  4. > mq(x)
  5. Ljung-Box Statistics:
  6. m Q(m) df p-value
  7. [1,] 1.0 15.2 9.0 0.08
  8. [2,] 2.0 42.2 18.0 0.00
  9. [3,] 3.0 52.9 27.0 0.00
  10. [4,] 4.0 68.2 36.0 0.00
  11. [5,] 5.0 80.5 45.0 0.00
  12. [6,] 6.0 92.7 54.0 0.00
  13. [7,] 7.0 97.6 63.0 0.00
  14. [8,] 8.0 104.8 72.0 0.01
  15. [9,] 9.0 110.0 81.0 0.02
  16. [10,] 10.0 127.5 90.0 0.01
  17. [11,] 11.0 134.5 99.0 0.01
  18. [12,] 12.0 141.7 108.0 0.02
  19. [13,] 13.0 155.9 117.0 0.01
  20. [14,] 14.0 168.6 126.0 0.01
  21. [15,] 15.0 174.6 135.0 0.01
  22. [16,] 16.0 184.8 144.0 0.01
  23. [17,] 17.0 191.9 153.0 0.02
  24. [18,] 18.0 199.3 162.0 0.02
  25. [19,] 19.0 204.6 171.0 0.04
  26. [20,] 20.0 220.3 180.0 0.02
  27. [21,] 21.0 227.1 189.0 0.03
  28. [22,] 22.0 242.4 198.0 0.02
  29. [23,] 23.0 246.3 207.0 0.03
  30. [24,] 24.0 256.1 216.0 0.03
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