Search found 2 matches
- Fri May 24, 2013 12:14 pm
- Forum: Econometric Discussions
- Topic: Confused About Simple VAR LM Test
- Replies: 5
- Views: 14127
Re: Confused About Simple VAR LM Test
If the more than half of the p values exceed 0.05 or 0.1... Then can consider the result is no autocorrelation
- Fri May 24, 2013 12:05 pm
- Forum: Econometric Discussions
- Topic: First difference
- Replies: 6
- Views: 17383
VAR in first difference
Obj: to study the impact of (money supply, interest rate) on exchange rate volatility and stock return volatility. The result of cointegration test state that all null hypothesis is not rejected. Then what is next step for me to carry out the analysis.. Can tel the way to do the analysis of var in f...