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List: r-sig-finance
Subject: [R-SIG-Finance] goodness of fit garch bekk
From: TeBe <tb_math03 () yahoo ! com>
Date: 2010-11-15 7:34:52
Message-ID: 602222.7672.qm () web52607 ! mail ! re2 ! yahoo ! com
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Dear all..
Can anybody help me with mgarchBEKK? After estimate bekk model, i want to
check whether the residuals meet the required assumptions. Can i perform
Portmanteau test, the ARCH-LM test, plots of the AC and PAC functions of the
residuals? Can you give some example with the script in R? Please..
Thank You So Much
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