#A function for doing multiple Box-Ljeung Tests.
#This assumes that x is a time series and k is an integer

BLpvalue<-function(x,k){
return(autocorTest(x,lag.n=k)$p.value)}

#Example using Microsoft returns. The vector pv gets the pvalues 
#for all lags from 1 to the default value (n*log n) for this particular series.

msft.p<-singleIndex.dat@data[,"MSFT"]
msft.r<-getReturns(msft.p)
pv<-rep(0,21)
for(k in 1:21){pv[k]<-BLpvalue(msft.r,k)}