search for: sp2009

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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]]