Timeline for Autocorrelation of VAR residuals
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 14, 2016 at 5:06 | comment | added | Richard Hardy | So is it not the way I wrote in the previous comment? Also, where does the number 10,000 come from? | |
| Apr 13, 2016 at 21:27 | vote | accept | Ana | ||
| Apr 13, 2016 at 21:26 | comment | added | Ana | I have 50+ observations, and for each I have two variables, x and y. Both refers to xi and yi, where i=1, 2,...,50+. There are theoretical reasons to believe that all observations should follow a relatively similar process, and hence I want to fit a VAR model that best describes all 50+ observations. Thank you for the clarification! | |
| Apr 13, 2016 at 19:36 | comment | added | Richard Hardy | First you say 50+ time series, then both time series. So do you have 50+ data sets and consider modelling one of them in this question (and hence both refers to the two time series in this particular data set)? | |
| Apr 13, 2016 at 19:03 | answer | added | Richard Hardy | timeline score: 3 | |
| Apr 13, 2016 at 18:02 | review | First posts | |||
| Apr 13, 2016 at 18:30 | |||||
| Apr 13, 2016 at 18:01 | history | asked | Ana | CC BY-SA 3.0 |