Hi guys,
i have three standardized residuals series derived from ar(1,1)-aparch(1,1).
after that i used ecdf function to each of the three series.
now i want to proceed with copula fitting using copula package.
can anyone point me in the right direction as to the r code and goodness of
fitness test.
also can coupla fitting be done ecdf derived above or i have to use a
uniform distribution but i guess thats what ecdf does, please confirm..
thanks,
mudit
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