t-test, HAC Standard Errors, Statistics, Time series
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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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ヘルプ センター および File Exchange で Financial Toolbox についてさらに検索
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