I would like to do the Durban-Watson test on a time series of log returns.
2 questions:
1) If I am just trying to find out if there is serial correlation, what do
I do for the residuals? there is no model, so do I just use the log returns
(time series) itself?
2) what is the code in R to accomplish this?
Regards
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
