Displaying 1 result from an estimated 1 matches for "tp25099737p25100636".
2009 Aug 23
1
help on vector auto-regressive model
Hi all,
I am asking this for my friend.
In VAR models, how do we test the goodness-of-fit of a VAR model? More
specifically in R?
Moreover, are there assumptions on the joint distribution of the data in the
model?
Thanks a lot!
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