Ivette Luna

3 Questions 10 Answers 0 Followers

Questions related from Ivette Luna

Is there a test to identify non-linear time series?

Does anyone know about some hypothesis test to identify if a times series is (or can be considered) linear or non-linear?

15 October 2013 7,167 4 View

Does cointegration between two variables imply causality (Granger sense)?

20 June 2013 9,223 6 View

VAR/VEC and volatility: How do deal with volatility in a VAR/VEC model?

I want to analyze the relationship between three capital markets. For doing so I got the respective market index on a daily basis for several years (CAC, DAX, FTSE). If I analyze those series,...

03 June 2013 3,882 1 View