Hey Folks,
I am trying to better familiarize myself with STATA time series commands. I am wondering if it is possible to execute the Cumby- Huizinga general test for autocorrelation (actest) following a vector autoregressive model. Thoughts?
Thanks!
-Steve
I am trying to better familiarize myself with STATA time series commands. I am wondering if it is possible to execute the Cumby- Huizinga general test for autocorrelation (actest) following a vector autoregressive model. Thoughts?
Thanks!
-Steve