GitHub - monyakenes/VMA-model-construction: This code lets you conduct the following commands: Lag order specification, VMA model creation, and Exact Likelihood Estimation on financial data.

monyakenes / VMA-model-construction Public

This code lets you conduct the following commands: Lag order specification, VMA model creation, and Exact Likelihood Estimation on financial data.

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
VMA(1).R		VMA(1).R
sp500_data.xlsx		sp500_data.xlsx

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This code lets you conduct the following commands: Lag order specification, VMA model creation, and Exact Likelihood Estimation on financial data.

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