Applications of Parameterized Nonlinear Ordinary Differential Equations and Dynamic Systems: An Example of the Taiwan Stock Index

Table 4

values of Ljung-Box tests for TAIEX daily returns from June 2, 2015, to August 31, 2016.

lag = 1	lag = 2	lag = 3	lag = 4	lag = 5	lag = 6	lag = 7	lag = 8	lag = 9	lag = 10	lag = 11	lag = 12	lag = 13	lag = 14	lag = 15	lag = 16	lag = 17	lag = 18	lag = 19	lag = 20
0.2254	0.4485	0.3458	0.2858	0.2568	0.3482	0.1224	0.1421	0.1831	0.2470	0.2842	0.2744	0.2669	0.2865	0.3065	0.3719	0.4398	0.5037	0.4334	0.1304