Kurtosis :
-0.8368933


	Jarque Bera Test

data:  returns 
X-squared = 136.7471, df = 2, p-value < 2.2e-16



	Augmented Dickey-Fuller Test

data:  returns 
Dickey-Fuller = -19.4792, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary 



	 BDS Test 

data:  returns 

Embedding dimension =  2 3 

Epsilon for close points =  0.0051 0.0103 0.0154 0.0205 

Standard Normal = 
      [ 0.0051 ] [ 0.0103 ] [ 0.0154 ] [ 0.0205 ]
[ 2 ]    41.9124    -8.4831   -24.1438   -16.0983
[ 3 ]    84.2457     6.4357   -13.0228    -8.0562

p-value = 
      [ 0.0051 ] [ 0.0103 ] [ 0.0154 ] [ 0.0205 ]
[ 2 ]          0          0          0          0
[ 3 ]          0          0          0          0




	Box-Pierce test

data:  returns 
X-squared = 0.5012, df = 1, p-value = 0.479



Title:
 Hurst Exponent from R/S Method

Call:
 rsFit(x = returns)

Method:
 R/S Method

Hurst Exponent:
          H      beta 
  0.3779285 0.3779285 

Hurst Exponent Diagnostic:
    Estimate    Std.Err  t-value    Pr(>|t|)
X 0.3779285 0.04208175 8.980817 1.65049e-11

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

Description:
 Fri Jul 20 10:04:32 2007 by user: