Search found 3 matches
- Mon Jul 16, 2018 7:24 am
- Forum: Econometric Discussions
- Topic: Interpretation of the Breusch Pagan Godfrey test for heteroskedasticity
- Replies: 1
- Views: 19262
Interpretation of the Breusch Pagan Godfrey test for heteroskedasticity
Dear Community :) I have problems interpreting the Breusch Pagan Godfrey test for heteroskedasticity. I read the user guide but do not understand their interpretation: http://www.eviews.com/help/helpintro.html#page/content/testing-Residual_Diagnostics.html The Null Hypothesis states that no heterosk...
- Tue Jun 05, 2018 12:27 am
- Forum: Econometric Discussions
- Topic: How does one practically implement a Vector Autoregression (VAR)?
- Replies: 3
- Views: 4427
Re: How does one practically implement a Vector Autoregression (VAR)?
Dear Startz, thank you very much for your answer. Is it correct that the equation for the Current MSCI World Variable would be as follows? Y = 0,616156 + 0,088438 * Previous MSCI World (t-1) - 0,048816 * MSCI World (t-2) + 0,762225 * Current Inflation - 0,076586 * Current Short-term Interest This wo...
- Sat Jun 02, 2018 8:10 am
- Forum: Econometric Discussions
- Topic: How does one practically implement a Vector Autoregression (VAR)?
- Replies: 3
- Views: 4427
How does one practically implement a Vector Autoregression (VAR)?
Dear EViews-Forum, First: Thank you for the time and effort for answering this question. It is much appreciated! I am currently writing my Master Thesis and analyze the relationship of the return of a specific group of stocks and some macroeconomic variables An example could be: How does the level o...