help on vector auto-regressive model

Hi, Megh: 


      What do you mean by "R-forum", and how can I search it? 


      I just searched the "Nabble R Forum" for "goodness-of-fit in a VAR 
model", and didn't see anything that looks like this.  I did see copies 
of this question asked on R-help and Rmetrics.  However, the "Nabble R 
Forum" is not a mailing list by itself on which people ask questions, as 
your comment seems to imply, but a search facility like "RSiteSearch" 
for the archives from "R help", "Rmetrics", "R devel", and "Rcom-l".  I 
also tried RSiteSearch, with the same negative results.


       What is the question and answer to which you referred? 


      Thanks,
      Spencer Graves

I guess same question was asked in R-forum and already answered. Before
throwing same question in different forum you better follow it up properly.


Luna Moon wrote:
  

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!

	[[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.


    

Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San Jos?, CA 95126
ph:  408-655-4567