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3 results for “from:Andrea Bosio”

Loop For - ARMA+GARCH Model estimation and selection
Andrea Bosio · Oct 16, 2016 · r-sig-finance

Sorry there is a repo. In my description I wanted to say that the test for the correctness of the stz residual distribution is the Pearson Adjusted Chi-Square, not the JB. Apologies. Il 16/10/2016 21:53, Andrea...

Loop For - ARMA+GARCH Model estimation and selection
Andrea Bosio · Oct 16, 2016 · r-sig-finance

Hello, I would like to put you the other question that I have about how to use loops for in R. The first is entitled ?Loop For ? ARMA model estimation and selection?. If you take a look and try to...

Loop For - ARMA model estimation and selection
Andrea Bosio · Oct 16, 2016 · r-sig-finance

Hi, Suppose that I have the following loop for estimating ARMA models on a series of log-returns. The loop varies both the p and the q orders between 0 and 10. The returned objects are the matrices of respectively...

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