I'm new to stats. I want to get clarity about Ljung Box test. Its a omnibus test.
I'm using R to test autocorrelations of a time series. Using below command
Box.test(LogReturns, lag = 10, type = c("Ljung-Box"))
To test autocorrelations upto lag 10, can I infer with above single command or I need to run it in loop from lag = 1 to 10?
R documentation is not clear to me.