My var model has no autocorrelation for relevant lag and it also stationary, but its residuals are not normal and heteroskedastic, is it a problem?

dear all, i conducted my VAR. And i tested it's stationary through Inverse Roots and it is stationary. Also, I checked the autocorrelation of the residuals for 7th lags (I am conducting my var for...

03 May 2022 5,759 6 View