see ?Boot.test
This function returns bootstrap p-values of the Lo-MacKilay (1988) and Chow-Denning (1993) tests.
Boot.test(rcorr,kvec,nboot=500,wild="Normal")
$Holding.Period
[1] 2 5 10
$LM.pval
[1] 0.012 0.284 0.810
$CD.pval
[1] 0.028
$CI
2.5% 97.5%
k=2 -2.013676 1.733034
k=5 -1.725987 1.745693
k=10 -1.562838 1.815892