Forecasting of Global Market Prices of Major Financial Instruments

Table 5

Results of the Box–Pierce and Ljung–Box tests.

Variable	χ^2	Df	value
AD	0.00019998	1	0.9887
C	0.0060869	1	0.9378
CL	0.017877	1	0.8936
ES	0.24851	1	0.6181
FC	0.0085805	1	0.9262
GC	0.00024216	1	0.9876
KC	0.05749	1	0.8105
US	0.00027009	1	0.9869