diff --git a/R/MTS.R b/R/MTS.R
index 4f7f9b1..7f581d9 100644
--- a/R/MTS.R
+++ b/R/MTS.R
@@ -1164,7 +1164,7 @@
    VARirf <- list(irf=Si,orthirf=orSi)
 }
 
-"mq" <- function(x,lag=24,adj=0){
+"mq" <- function(x,lag=24,adj=0,return.only=FALSE){
    # Compute multivariate Ljung-Box test statistics
    #
    # adj: adjustment for the degrees of freedomm in the chi-square distribution.
@@ -1194,13 +1194,18 @@
    }
    pvs=QM[,4]
    dimnames(QM) = list(names(pvs),c("  m  ","    Q(m) ","   df  "," p-value"))
-   cat("Ljung-Box Statistics: ","\n")
-   printCoefmat(QM,digits = 3)
-   #
-   par(mfcol=c(1,1))
-   plot(pvs,ylim=c(0,1),xlab="m",ylab="prob",main="p-values of Ljung-Box statistics")
-   abline(h=c(0))
-   lines(rep(0.05,lag),lty=2,col='blue')
+   if(!return.only){
+      cat("Ljung-Box Statistics: ","\n")
+      printCoefmat(QM,digits = 3)
+      #
+      par(mfcol=c(1,1))
+      plot(pvs,ylim=c(0,1),xlab="m",ylab="prob",main="p-values of Ljung-Box statistics")
+      abline(h=c(0))
+      lines(rep(0.05,lag),lty=2,col='blue')
+   }
+   else{
+      return(QM)
+   }
 }
 
 ###
diff --git a/man/mq.Rd b/man/mq.Rd
index 75f4859..73f60c5 100644
--- a/man/mq.Rd
+++ b/man/mq.Rd
@@ -6,7 +6,7 @@
 cross-correlation matrices
 }
 \usage{
-mq(x, lag = 24, adj = 0)
+mq(x, lag = 24, adj = 0, return.only=FALSE)
 }
 \arguments{
   \item{x}{The data matrix of a vector time series or residual series of a 
@@ -16,6 +16,9 @@ fitted multivariate model.
 }
   \item{adj}{Adjustment for the degrees of freedom for the Ljung-Box 
 statistics. This is used for residual series. Default is zero.
+}
+   \item{return.only}{If TRUE, the results are returned, but not printed or
+plotted. Default is FALSE.
 }
 }
 \details{Computes the multivariate Ljung-Box statistics and their