Help needed regarding getting the log of excel data

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KenF81
Posts: 2
Joined: Sun Jun 04, 2017 9:16 am

Help needed regarding getting the log of excel data

Postby KenF81 » Mon Jun 05, 2017 3:41 am

Hi

Apologies for the simplistic nature of my query but I am fairly new to econometric testing.
I have a time series of returns for incides covering fixed income, equity, value and momentum. I have imported them into Eviews without getting the natural logs. When I look at the descriptive stats I notice a few anomolies. The cash returns have a higher standard deviation to equity and a higher mean monthly return than you woould expect. The stats for equity/value/momentum look ok but cash is way out. My question is do I need to get the log of the cash returns and leave the others as they are? Or is it preferable to transform all the data into logs?

Thanks a lot
K

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Help needed regarding getting the log of excel data

Postby startz » Mon Jun 05, 2017 4:57 am

You probably have a data error.


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