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Old 02-01-2016, 11:33 AM
ksokhanvari ksokhanvari is offline
Junior Member
Join Date: Jan 2016
Posts: 3
Default Re: Time Series method similarities

Professor Magdon,

Thanks for your response to my question. I think your clarification regarding the independence assumption of the observations is key. However given the extreme noisy nature of the financial time series the Gaussian residuals is also an assumption that does not always hold as you know.

I am going to try and build several of the models and compare the results to see which ones have a better fit characteristics.

Thanks again.

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