Auto.Q(y,lags)
Charles, A. Darne, O. Kim, J.H. 2011, Small Sample Proeprties of Alternative Tests for Martingale Difference Hypothesis, Economics Letters, in press.
data(exrates) y <- exrates$ca nob <- length(y) r <- log(y[2:nob])-log(y[1:(nob-1)]) Auto.Q(r)
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