help on vector auto-regressive model

Mon, Aug 24, 2009 8:28 AM

Hi, Megh: 


      Thanks.  I found that post but failed to see how to view the 
reply.  With your confirmation that a reply was there, I was now able to 
find it -- and learned something about how to use Nabble. 


      If that doesn't answer Luna Moon's question, it needs to be 
rewritten as you say, acknowledging the reply from the earlier respondent. 


      Best Wishes,
      Spencer

Megh Dal wrote:

this question was asked (and answered) on http://www.nabble.com/help-on-vector-auto-regressive-model-td25099737.html

If anyone post the same question in multiple forums then it would be always courtesy to mention that like, same question was there in so-so forums and no satisfactory answers were provided. It would also be good to mention why it is not satisfactory. When an expert answer an query he spends (I would say invest) lot of times on that and therefore after spending so much time on that, suddenly he might discover that was already answered. Therefore if it is mentioned that was already posted in some other places then he might look into that and perhaps can provide a better solution.

I do agree that ""Nabble R  Forum" is not a mailing list by itself" however I did not mean that even, rather meant to say, it was already answered in r-help (address given above).

Thanks

--- On Mon, 8/24/09, spencerg <spencer.graves at prodsyse.com> wrote:

From: spencerg <spencer.graves at prodsyse.com>
Subject: Re: [R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
To: "megh" <megh700004 at yahoo.com>
Cc: r-sig-finance at stat.math.ethz.ch
Date: Monday, August 24, 2009, 7:01 PM
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


megh wrote:

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!

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help on vector auto-regressive model

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