EViews.com

Is Johansen-Null hypothesis refer to ''Series are not cointegrated''?
Appreciate feedback from those familiar with Johansen.
TQVM.

Hi, I am a new beginner of Eviews. I am doing on the weak form market efficiency of 8 stock exchanges in the Asian region. My ADF unit root test shows that all the stock market indexes are integrated of the same order at I(1). Then, I proceed to do Johansen Cointegration Test. I do not know which as...

Hi, how can i test the normality in panel data analysis? i am using Eview 7.

Thx

Hi, i was told by lecturer to eliminate the outliers in panel data. May i know if Eview 7 equipped with such function?

Thanks.

I ran my panel data regression analysis and Durbin Watson (DW) was 3.2.
As i know, DW should be about ~2 which indicating no autocorrelation between the variables.
May i know how should i interprete the data if DW is more than 2? and, how can i reduce the DW to ~2.
Thanks.

Hi, if my series do not have unit root (stationary), can i do Johansen cointegration test?

Thank you for the reply. The analysis to be done are ADF unit root and Johansen integration. Wil it be affected?

Hi, I am a newbie of Eviews. Appreciate your help for the following, I am testing on the EMH of various stock market indexes. However, different countries have different non-trading days (i.e. public holidays) which result in missing values. I was told by my supervisor to leave it blank instead of u...

The reason i test for multicollinearity is to check whether there is correlation between my variables.. is there any test that i can use for testing multicollinearity in panel data? or, we are assuming no multicollinearity in panel data?

HI,

I tried to test multicolinearity for my panel data. Unfortunately, i am not able to find the button for VIF in EVIEW 7.

May i know if the function for VIF analysis is not available in panel data analysis? If it is so, is there any other test that can use to test multicolinearity?

Thanks..