Luna Moon wrote
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
Thanks a lot!
[[alternative HTML version deleted]]
Rfirstname.lastname@example.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.