Just to make sure that you don't spend your valuable time on the
problem that I posted earlier today, I want to let you know that I
have found my mistake. I simply forgot to take account of the higher
order dependence bw my independent variable and the squared error
term.
Regards
Karl-Oskar
_
When going through my earlier post I find a mistake in the example
that I provided. The correct version is provided below. I also start
to suspect that my problem is that although the cumulant of a sum of
independent variable is the sum of the cumulants, the moments of a
sum is not the sum of t
lations by varying the skew of e. Is that
possible to do, and if so, how would that best be implemented in R?
The code below provides an illustration of my problem in case my
verbal explanation was difficult to follow.
Regards,
Karl-Oskar Lindgren
Researcher
Department of Government
Uppsala Univer
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