[R-SIG-Finance] [R-sig-finance] help on vector auto-regressive model
spencer.graves at prodsyse.com
Mon Aug 24 15:31:03 CEST 2009
What do you mean by "R-forum", and how can I search it?
I just searched the "Nabble R Forum" for "goodness-of-fit in a VAR
model", and didn't see anything that looks like this. I did see copies
of this question asked on R-help and Rmetrics. However, the "Nabble R
Forum" is not a mailing list by itself on which people ask questions, as
your comment seems to imply, but a search facility like "RSiteSearch"
for the archives from "R help", "Rmetrics", "R devel", and "Rcom-l". I
also tried RSiteSearch, with the same negative results.
What is the question and answer to which you referred?
> 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
>> Thanks a lot!
>> [[alternative HTML version deleted]]
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Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
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