Displaying 2 results from an estimated 2 matches 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
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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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