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by Dima
Sun Jul 10, 2011 12:20 pm
Forum: Econometric Discussions
Topic: How to read Ljung Box Test and what to do with the results?
Replies: 2
Views: 18122

How to read Ljung Box Test and what to do with the results?

Hello forum, I have been reading a lot of helpful things on this forum so far and wanna say thank you first of all to all the active people here. Unfortunately I couldnt find a solution to my problem yet: I have daily returns for several stock market indices and want to test for market efficiency an...

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