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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

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BEKKS package in R. Are you supposed to feed residual of a mean equation model into the BEKK...

I am trying to use the BEKKs Package in R. For context, my plan is to fit a VAR model of index prices to obtain the residuals. Then feed the residual into the BEKK.fit function. …
long nguyen's user avatar