Displaying 3 results from an estimated 3 matches for "bs41202".
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241202
2007 Sep 25
1
fSeries Garch and Arfima Ox interface
...with the latest version of Ox console (version 4)? Or do we need to use Ox version 3.40?
Does somebody have it working - can you let me know how you did it? For your information, I am currently using R 2.5.1 and I am following the instructions from http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/G at RCH_info.txt
Cheers
Ian
Dr. Ian McHale
Lecturer in Applied Statistics
Centre for Operational Research and Applied Statistics
The University of Salford
Maxwell Building
Salford
Greater Manchester
M5 4WT
Tel: 0161 295 4765
Fax: 0161 295 4947
2009 Mar 31
1
Jarque-Bera test and Ljung-Box test for multivariate time series
Hi!
I know that there is function in fBasics package for univariate Jarque-Bera
test and a funtion for univariate Ljung-Box test in stats package. But I am
wondering if there is a function somewhere to do the tests for multivariate
time series?
Thanks,
John
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2009 Aug 23
1
study resources for time series?
Hi all,
I am looking for study resources for (financial) time series? Hopefully I
could find video lectures then it will reduce the learning curve.
Thanks a lot!
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