Hi all,
I am asking this for my friend. In VAR models, how do we test the goodness-of-fit of a VAR model? More specifically in R? Moreover, are there assumptions on the joint distribution of the data in the model? Thanks a lot! [[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.