John, Tsay has code for multivariate Ljung-Box test statistic on http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009/
-Hannu On Tue, Mar 31, 2009 at 1:47 PM, John Seppänen <john.seppane...@gmail.com>wrote: > Hi! > > I know that there is function in fBasics package for univariate Jarque-Bera > test and a funtion for univariate Ljung-Box test in stats package. But I am > wondering if there is a function somewhere to do the tests for multivariate > time series? > > Thanks, > John > > [[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. > [[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.
