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 <benze...@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. > [[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.
