Search found 5 matches
- Tue Dec 03, 2013 1:48 am
- Forum: Estimation
- Topic: Dummy Variables
- Replies: 144
- Views: 274067
Re: Dummy Variables
Dear Eviews users, I'm also having problems creating a dummy in my panel data. In my Tweets and Quotesdf are the tweets of 98 stocks and the first differenced stock quotes. Now I want to establish a dummy for the Google tweets & stocks since I'm hoping that my data will then be normally distribu...
- Sat Nov 30, 2013 3:59 am
- Forum: Data Manipulation
- Topic: How to: Excel structure for panel data (Eviews 7)
- Replies: 7
- Views: 10824
Re: How to: Excel structure for panel data (Eviews 7)
Dear Eviews users, I'm also having problems creating a dummy in my panel data. In my Tweets and Quotesdf are the tweets of 98 stocks and the first differenced stock quotes. Now I want to establish a dummy for the Google tweets & stocks since I'm hoping that my data will then be normally distribu...
- Sat Nov 30, 2013 3:11 am
- Forum: Econometric Discussions
- Topic: Granger Causality Analysis and testing assumptions
- Replies: 4
- Views: 6634
- Thu Nov 28, 2013 2:00 pm
- Forum: Econometric Discussions
- Topic: Granger Causality Analysis and testing assumptions
- Replies: 4
- Views: 6634
Re: Granger Causality Analysis and testing assumptions
Sorry, the models are not really my expertise but I have to use them. I understand that I have to look at the p-values. But especially for the normality test, they are so low that I cannot figure out how to make the variables normally distributed. Moreover, to remove the serial correlation, Brooks p...
- Thu Nov 28, 2013 5:46 am
- Forum: Econometric Discussions
- Topic: Granger Causality Analysis and testing assumptions
- Replies: 4
- Views: 6634
Granger Causality Analysis and testing assumptions
I have a question regarding the Granger Causality Analysis. I'm conducting a research about the influence of Twitter on the stock market. So I gathered tweets from 98 different stocks and matched them with the 98 stock quotes. I'm using intraday (by the hour) quotes. I performed the Augmented Dickey...