[R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model

[megh]

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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