[R-SIG-Finance] Loop For - ARMA model estimation and selection

2016-10-16 Thread Andrea Bosio via R-SIG-Finance
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

[R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection

2016-10-16 Thread Andrea Bosio via R-SIG-Finance
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

Re: [R-SIG-Finance] Loop For - ARMA+GARCH Model estimation and selection

2016-10-16 Thread Andrea Bosio via R-SIG-Finance
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