Re: Re: [R] How can I test if time series residuals' are uncorrelated ?

2004-01-21 Thread Adrian Trapletti
Adrian Trapletti wrote: 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$residual are normally distributed) So I know that: 1 -

Re: Re: [R] How can I test if time series residuals' are uncorrelated ?

2004-01-19 Thread Adrian Trapletti
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$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't

Re: [R] How can I test if time series residuals' are uncorrelated ?

2004-01-15 Thread Adrian Trapletti
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$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't

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

2004-01-14 Thread M. M. Palhoto N. Rodrigues
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$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't

Re: [R] How can I test if time series residuals' are uncorrelated ?

2004-01-14 Thread Kurt Sys
Hi, I tried to unsubscribe because this emailadress won't be valid anymore from next week on. I send a mail to [EMAIL PROTECTED] with 'unsubscribe'in the body, and got the following reply: - Date: Tue, 13 Jan 2004 11:04:11 +0100 From: [EMAIL PROTECTED] To: [EMAIL PROTECTED] Subject:

Re: [R] How can I test if time series residuals' are uncorrelated ?

2004-01-14 Thread Peter Dalgaard
Kurt Sys [EMAIL PROTECTED] writes: If I'm not a member of the list, why do I recieve the messages? There was a messup in Zurich causing the outgoing queue to be stalled. My guess is that you're receiving mails that were sent to you before your subscription. -- O__ Peter Dalgaard