Kurtosis :
-1.775811


	Jarque Bera Test

data:  returns 
X-squared = 530.3583, df = 2, p-value < 2.2e-16



	Augmented Dickey-Fuller Test

data:  returns 
Dickey-Fuller = -18.2823, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary 



	 BDS Test 

data:  returns 

Embedding dimension =  2 3 

Epsilon for close points =  0.0085 0.0171 0.0256 0.0341 

Standard Normal = 
      [ 0.0085 ] [ 0.0171 ] [ 0.0256 ] [ 0.0341 ]
[ 2 ]   245.6139   9798.751   196.5938    22.4449
[ 3 ]   258.9626   9258.100   188.4885    17.9188

p-value = 
      [ 0.0085 ] [ 0.0171 ] [ 0.0256 ] [ 0.0341 ]
[ 2 ]          0          0          0          0
[ 3 ]          0          0          0          0




	Box-Pierce test

data:  returns 
X-squared = 1326.652, df = 1, p-value < 2.2e-16



Title:
 Hurst Exponent from R/S Method

Call:
 rsFit(x = returns)

Method:
 R/S Method

Hurst Exponent:
          H      beta 
  0.3163362 0.3163362 

Hurst Exponent Diagnostic:
    Estimate    Std.Err  t-value     Pr(>|t|)
X 0.3163362 0.02840234 11.13768 2.171724e-14

Parameter Settings:
       n   levels  minnpts cut.off1 cut.off2 
    4000       50        3        5      316 

Description:
 Wed Jul 18 10:59:06 2007 by user: