Kurtosis :
-0.1893013


	Jarque Bera Test

data:  returns 
X-squared = 215.8459, df = 2, p-value < 2.2e-16



	Augmented Dickey-Fuller Test

data:  returns 
Dickey-Fuller = -21.4238, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary 



	 BDS Test 

data:  returns 

Embedding dimension =  2 3 

Epsilon for close points =  0.0060 0.0119 0.0179 0.0238 

Standard Normal = 
      [ 0.006 ] [ 0.0119 ] [ 0.0179 ] [ 0.0238 ]
[ 2 ]   -1.1910   -12.5263    -7.2452    -3.0248
[ 3 ]   24.2884     8.4246     8.0739    10.9016

p-value = 
      [ 0.006 ] [ 0.0119 ] [ 0.0179 ] [ 0.0238 ]
[ 2 ]    0.2337          0          0     0.0025
[ 3 ]    0.0000          0          0     0.0000




	Box-Pierce test

data:  returns 
X-squared = 101.5248, 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 
  0.2997893 0.2997893 

Hurst Exponent Diagnostic:
    Estimate   Std.Err  t-value     Pr(>|t|)
X 0.2997893 0.0402261 7.452606 2.495328e-09

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

Description:
 Wed Jul 18 11:02:16 2007 by user: