search for: bs41202

Displaying 3 results from an estimated 3 matches for "bs41202".

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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 [[alternative HTML version deleted]]
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! [[alternative HTML version deleted]]