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

[spencerg]

Hi, Megh: 


      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? 


      Thanks,
      Spencer Graves


megh wrote:
> 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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>>     
>
>   


-- 
Spencer Graves, PE, PhD
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