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

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.

Respuestas (0)

Productos

Preguntada:

ARS
el 19 de Mayo de 2012

Community Treasure Hunt

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

Start Hunting!

Translated by