清空筛选条件
清空筛选条件

t-test, HAC Standard Errors, Statistics, Time series

4 次查看（过去 30 天）
ARS
ARS 2012-5-19
Hi All,
I want to test the significance of a financial time series using t-stats. But I want to use Hetroskedasticity and serial correlation Robust (HAC) standard errors. Please if anybody can tell an easy (GUI) way of running this test on multiple financial time series.
Regards,
AMD.

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Testing Frameworks 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by