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11 results for “from:M. M. Palhoto N. Rodrigues”

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Correlation test in time series

M. M. Palhoto N. Rodrigues · Nov 26, 2003 · r-help

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How to build a AR(q)-GARCH(q) process ?

M. M. Palhoto N. Rodrigues · Feb 3, 2004 · r-help

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Correlation test in time series

M. M. Palhoto N. Rodrigues · Nov 26, 2003 · r-help

Thanks for you help, And how to test covariance = zero in time series , cov(r_t, r_t-1)=0 and r_t are homoscedastik and dependent ? Thanks

Axe time of series in format yy-mm-dd

M. M. Palhoto N. Rodrigues · Dec 6, 2003 · r-help

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How can I test if time series residuals' are uncorrelated ?

M. M. Palhoto N. Rodrigues · Jan 14, 2004 · r-help

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would like to know how to simulated a GARCH(1,2)

M. M. Palhoto N. Rodrigues · Nov 27, 2003 · r-help

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How can I test if a not independently and not identicallydistributed time series residuals' are uncorrelated ?

M. M. Palhoto N. Rodrigues · Jan 14, 2004 · r-help

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How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

M. M. Palhoto N. Rodrigues · Jan 13, 2004 · r-help

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How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

M. M. Palhoto N. Rodrigues · Jan 14, 2004 · r-help

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How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

M. M. Palhoto N. Rodrigues · Jan 14, 2004 · r-help

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = < 2.2e-16 And I reject the null hypotesis (H0: merv.reg...

help repeated measures factoial design

M. M. Palhoto N. Rodrigues · Jan 22, 2004 · r-help

If you are interested in study each response isolated and because you have a temporal time-series it could be a possibility for your study to modelize that time-serie with ARMA or GARCH process. For that you have ts...

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