Search found 3 matches

by tesis
Thu Oct 15, 2009 1:11 pm
Forum: Econometric Discussions
Topic: SKEWNESS?
Replies: 0
Views: 3427

SKEWNESS?

Hello I have a VAR model with 17 variables, but the SKEWNESS for the most part of the variables show many high asymetries. Also many of them have a high grade of KURTOSIS, and 12 out of 17 variables are STATIONARY. 1. Can these problems have an important impact on the model? 2. Please, who can tell ...
by tesis
Thu Oct 08, 2009 7:44 am
Forum: General Information and Tips and Tricks
Topic: need help
Replies: 2
Views: 5326

Re: need help

Hello, if you have a time series, you can trasnform the real values of this data, into percentage values, that represent the net change from one period to another. Yo can do this by the formula ln(t/t-1). In eviews you can select the option log, or log dif, near the option freeze , in the menu of th...
by tesis
Sun Oct 04, 2009 4:15 pm
Forum: Estimation
Topic: VAR model
Replies: 0
Views: 2181

VAR model

Hello, im new to Eviews, and im creating a VAR model to measure the impact of 17 economic calendar values, like GDP, FED % Rates, CPI, Durable good orders etc, in DOW JONES INDEX, SINCE 1999, to 2009 quarterly. But i dont even know if i correctly imported my data, because i take a ln(t/t-1) of all d...

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