Kurtosis :
-1.516617


	Jarque Bera Test

data:  returns 
X-squared = 389.7715, df = 2, p-value < 2.2e-16



	Augmented Dickey-Fuller Test

data:  returns 
Dickey-Fuller = -18.7618, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary 



	 BDS Test 

data:  returns 

Embedding dimension =  2 3 

Epsilon for close points =  0.0078 0.0157 0.0235 0.0313 

Standard Normal = 
      [ 0.0078 ] [ 0.0157 ] [ 0.0235 ] [ 0.0313 ]
[ 2 ]   315.0779   376.0769    24.6964    -8.6594
[ 3 ]   359.8398   398.0263    19.9955   -16.8280

p-value = 
      [ 0.0078 ] [ 0.0157 ] [ 0.0235 ] [ 0.0313 ]
[ 2 ]          0          0          0          0
[ 3 ]          0          0          0          0




	Box-Pierce test

data:  returns 
X-squared = 656.9808, 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 
  0.247117 0.247117 

Hurst Exponent Diagnostic:
   Estimate    Std.Err  t-value     Pr(>|t|)
X 0.247117 0.02843616 8.690237 4.210564e-11

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

Description:
 Wed Jul 18 11:02:08 2007 by user: