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

2 vues (au cours des 30 derniers jours)
ARS
ARS le 19 Mai 2012
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.

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