I want to perform a var.test() on a HAR model and an ARIMA model. With the HAR there is no problem because it has the class "lm", which is a condition to do the var.test(). The problem is the ARIMA model which is class"ARIMA". Does anybody know if I can convert the ARIMA model into a class linear model, class "lm"? Or is there another way to perform the test?
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