Dear R users, I want to test for serial correlation in each equation of VAR. The multivariate version of this test, for a vector X of class VAR for instance is
var.ser<-serial.test(X,lags.pt=16,type="PT.adjusted") ### in the vars package Would any of you suggest me how to modify this to test for serial corr. in each equation of VAR please? Thanks Tsegaye [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.