Journal of Probability and Statistics / 2020 / Article / Tab 5

Research Article

Forecasting of Global Market Prices of Major Financial Instruments

Table 5

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

Variableχ2Df value

AD0.0001999810.9887
C0.006086910.9378
CL0.01787710.8936
ES0.2485110.6181
FC0.008580510.9262
GC0.0002421610.9876
KC0.0574910.8105
US0.0002700910.9869

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