how to use run test in eviews

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

khoo0621
Posts: 2
Joined: Wed Jun 21, 2017 7:13 am

how to use run test in eviews

Postby khoo0621 » Wed Jun 21, 2017 12:59 pm

please explain these questions, like explaining to the beginner. thank you.

1. I have use the add-in and got the run test, there are 2 type of run test, would it make any difference? (referring to graph 1)
1.png
1.png (13.03 KiB) Viewed 4215 times

 

2. according to the Wikipedia, runs tests can be used to test the randomness of a distribution, by taking the data in the given order and marking with + the data greater than the median, and with – the data less than the median.  however, i guess eviews would do it for me? if not, please correct me. 


3. according to the theory mention from (2), i just need to change the threshold value to medium? or what threshold value should i use? there are mean, medium, and user. (referring to graph 2)
2.png
2.png (16.24 KiB) Viewed 4215 times



4. what does user here mean?

5.what do C1, R1, R2 mean from the result? and what do these parameter implying? (referring to graph 3)
3.png
3.png (16.24 KiB) Viewed 4215 times

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 8 guests