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| bio | website | about.me/thiagosteiner |
|---|---|---|
| location | Rio de Janeiro, Brazil | |
| age | ||
| visits | member for | 10 months |
| seen | Nov 12 '12 at 21:08 | |
| stats | profile views | 7 |
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Jul 9 |
awarded | Tumbleweed |
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Jul 2 |
comment |
Is is correct to compare t-statistics of different pairs of cointegrated timeseries? @IrishStat Thank you for your valuable and helpfull answer! |
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Jul 2 |
asked | How I use cross validation to estimate parameter for cointegration? |
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Jul 1 |
comment |
Is is correct to compare t-statistics of different pairs of cointegrated timeseries? @IrishStat, thank you. I agree with you that validating the Gaussian Assumptions is a very important matter in dealing with the t statistic. How should I validate those assumptions? |
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Jul 1 |
comment |
Is is correct to compare t-statistics of different pairs of cointegrated timeseries? @Akavall, I want to rank them by how strong they are cointegrated. As the pairs are very different, have different statistical caracteristics, i was not sure if a DF t-statistic for one pair could be comparable with a t-statistic for another pair. |
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Jul 1 |
awarded | Student |
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Jul 1 |
asked | Is is correct to compare t-statistics of different pairs of cointegrated timeseries? |
