Message-ID: <25112432.post@talk.nabble.com>
Date: 2009-08-24T08:38:34Z
From: Megh Dal
Subject: help on vector auto-regressive model
In-Reply-To: <ad7856ef0908230806v4a48d5d9k41bb1308dfccbe9d@mail.gmail.com>
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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