search for: portmantacau

Hi All R Experts, I met with below mentioned statistics in paper "Stock Index Volatility Forecasting with High Frequency Data" by Eugenie Hol, Siem Jan Koopman http://ideas.repec.org/p/dgr/uvatin/20020068.html I would like to ask that what is "Box-Ljung portmantacau statistic based on N squared autocorrelation" ? Is it same as "Box-Ljung Statistics" of stats package ? Further, please tell me how to compute it ? I have a return series of an Index. Please help me in this i am not able to get the statistics what is given in the paper for S &...