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> ** **
>
> *Von:* R. Michael Weylandt [mailto:michael.weyla...@gmail.com]
> *Gesendet:* Mittwoch, 28. September 2011 00:39
>
> *An:* Samir Benzerfa; r-help
> *Betreff:* Re: [R] Question concerning Box.test
>
> ** **
>
> Plaintext data looks like this:
>
>
Yes, Im 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.weyla...@gmail.com]
> *Gesendet:* Dienstag, 27. September 2011 17:51
> *An:*
-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:mi
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 wrote:
> Hi everyone,
>
>
>
> I've got a question concerning the
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). Sinc
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