[R] Box.test

[Vito Ricci]

Hi, 

Give a look to the help page: 
? Box.test
Compute the Box-Pierce or Ljung-Box test statistic for
examining the null hypothesis of independence in a
given time series.

See also:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/27265.html

Regards.

Vito


You wrote:

Does p-value on Box.test(data,lag=l) returns
probability, that

H0: cor(1)=cor(2)=..=cor(l)=0 holds?

 
Thanks.



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