Displaying 2 results from an estimated 2 matches for "autocov".
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autocor
2013 Feb 02
1
repeating autocovariate functions
Hi there,
Just wondering why my post was rejected?
cheersRachel
Subject: repeating autocovariate functions
From: r-help-owner@r-project.org
To: moyble@hotmail.com
Date: Sat, 2 Feb 2013 02:56:27 +0100
Message rejected by filter rule match
--Forwarded Message Attachment--
Date: Fri, 1 Feb 2013 17:56:14 -0800
From: moyble@hotmail.com
To: r-help@r-project.org
Subject: repeating autocova...
2004 Jan 14
3
How can I test if time series residuals' are uncorrelated ?
Ok I made Jarque-Bera test to the residuals (merv.reg$residual)
library(tseries)
jarque.bera.test(merv.reg$residual)
X-squared = 1772.369, df = 2, p-value = < 2.2e-16
And I reject the null hypotesis (H0: merv.reg$residual are normally
distributed)
So I know that:
1 - merv.reg$residual aren't independently distributed (Box-Ljung test)
2 - merv.reg$residual aren't indentically