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Thanks for your prompt reply trubador, i really appreciate your input. I'm now just trying to replicate the results obtained by Ito and Sugiyama (2009) just to make sure the procedure is correct when I apply it to my own sample. I've obtained the same graphical representation as in figure 1 of their...

Hey guys,

Sorry to bump this, but does anyone have any recommendations? I would be eternally greatful. Really struggling to come up with the correct syntax by myself.
Thx

Thanks for your help. Being playing around with the syntax and definately made some progress, however I'm still to achieve the desired outcome. To be more specific I'm trying to use the same methodology adopted by Ito and Sugiyama ("Measuring the degree of time varying market inefficiency"...

Hi Guys, Im very inexperienced with EViews and was wondering if you could help me with the following problem. Im conducting a study of time varying autocorrleation in stock markets using 50 years of data from the S&P500. I took the log first difference of the data, specified the following equati...