Hi,
Suppose that I have the following loop for estimating ARMA models on a
series of log-returns. The loop varies both the p and the q orders
between 0 and 10. The returned objects are the matrices of respectively
the Akaike Information Criterion indicators for model goodness of fit,
the model
Hello,
I would like to put you the other question that I have about how to use
loops for in R. The first is entitled “Loop For – ARMA model estimation
and selection”. If you take a look and try to give me an answer to the
first, I would be extremely thankful. I am an R beginner and I need R
te
Sorry there is a repo.
In my description I wanted to say that the test for the correctness of
the stz residual distribution is the Pearson Adjusted Chi-Square, not
the JB.
Apologies.
Il 16/10/2016 21:53, Andrea Bosio via R-SIG-Finance ha scritto:
Hello,
I would like to put you the other q