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Time series are data observed over time (either in continuous time or at discrete time periods).

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1 answer
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Diagnostic for VAR model. non normal

I have some problem about my model. my model is based on VAR. (vector auto-.) well, I've tested ARCH test, BG test(autocorrelation p) and jarque.bera.test. Model is stable. Also I got good result for …
Tay Shin's user avatar
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