help on vector auto-regressive model
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]]
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