Research Article
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 |
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