Search found 5 matches

by owen57
Fri Mar 30, 2018 2:15 am
Forum: Programming
Topic: F-statistic in Augmented Dickey Fuller test
Replies: 0
Views: 226

F-statistic in Augmented Dickey Fuller test

Hello everyone, I am having trouble calculating Fischer statistic in Eviews to test the hypotheses of the three models (None- Intercept- Trend) of Dickey Fuller test. According to a document I found, where they explicitly explain all the steps to do so, Test de Dickey Fuller avec le logiciel EVIEWS....
by owen57
Tue Mar 27, 2018 8:07 am
Forum: General Information and Tips and Tricks
Topic: Determining the lag order
Replies: 2
Views: 290

Re: Determining the lag order

Thank you.
by owen57
Tue Mar 27, 2018 8:06 am
Forum: Programming
Topic: Cointegration test programming
Replies: 2
Views: 258

Re: Cointegration test programming

Thank you.
by owen57
Tue Mar 27, 2018 2:21 am
Forum: Programming
Topic: Cointegration test programming
Replies: 2
Views: 258

Cointegration test programming

Good morning everyone.

I am new to Eviews, i have 73 assests and i want to check which one are cointegrated with each other, so obviously i need a kind of loop, but i have no idea how to implement it, any help will be welcomed.

Thank you.
by owen57
Tue Mar 27, 2018 1:58 am
Forum: General Information and Tips and Tricks
Topic: Determining the lag order
Replies: 2
Views: 290

Determining the lag order

Good morning everyone. When it comes to determining the lag order of a time series, the most common method is to calculate different information criteria and take the minimum value, sometimes we can also check the R squared value, however doing that i obtain a different lag order than the one calcul...

Go to advanced search