Runs Test Add-in

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sandy.93
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Runs Test Add-in

Postby sandy.93 » Mon Dec 04, 2017 8:50 am

I'm carrying out a dissertation on seeing if the BRIC economies follow a Random Walk. I have purchased the Student version which means I cannot download the 'Runs test' add-in. Is there another method to carry out this analysis tool.

Thanks in advance

EViews Gareth
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Re: Runs Test Add-in

Postby EViews Gareth » Mon Dec 04, 2017 9:04 am

Only by performing the calculations manually.
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sandy.93
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Re: Runs Test Add-in

Postby sandy.93 » Mon Feb 26, 2018 10:53 am

Thanks for getting back to me Gareth. I have another question:

I'm currently testing for serial correlation and can preform this by using Correlogram-Q-statistics tool.

I would like to carry out the Breusch-Godfrey Lagrange multiplier test using View/Residual Diagnostics/Serial Correlation LM Test. However I don't have this option, is this due the limitations of my student account?

Thanks

Sandy

EViews Gareth
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Re: Runs Test Add-in

Postby EViews Gareth » Mon Feb 26, 2018 12:45 pm

No.
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sandy.93
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Re: Runs Test Add-in

Postby sandy.93 » Tue Feb 27, 2018 10:04 am

Can you please explain why I don't have the Residual Diagnostics - Correlogram-Q-statistics option under the view tab

EViews Gareth
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Re: Runs Test Add-in

Postby EViews Gareth » Tue Feb 27, 2018 6:21 pm

Without knowing more details, no
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sandy.93
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Re: Runs Test Add-in

Postby sandy.93 » Wed Feb 28, 2018 12:52 am

What details do you require?

EViews Gareth
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Re: Runs Test Add-in

Postby EViews Gareth » Wed Feb 28, 2018 4:50 am

What you are doing
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sandy.93
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Re: Runs Test Add-in

Postby sandy.93 » Wed Feb 28, 2018 8:30 am

I'm using Eviews Student Version to analyse the data from 4 market indexes.

I'm running four statistical tests, Variance ratio, Unit Root, Runs test and Autocorrelation test to see if the data follows the random walk theory.

For the Autocorrelation test I'm analysing the log returns of each index. I'm looking at testing the data series in an alternative method to the Q-statistic and seen EViews can carry out the Lagrange Mulitplier (LM).

To carry out the test (as per this link: http://www.eviews.com/help/helpintro.ht ... stics.html) you need to push View/Residual Diagnostics/Serial Correlation LM Test. However when I select 'View', I do not get an option for 'Residual Diagnostics'

Thanks

Sandy

EViews Gareth
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Re: Runs Test Add-in

Postby EViews Gareth » Wed Feb 28, 2018 1:21 pm

What do you get?
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startz
Non-normality and collinearity are NOT problems!
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Re: Runs Test Add-in

Postby startz » Wed Feb 28, 2018 1:25 pm

It might help Gareth if you could post screen shots.

sandy.93
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Joined: Mon Dec 04, 2017 7:53 am

Re: Runs Test Add-in

Postby sandy.93 » Thu Mar 01, 2018 3:56 am

Autocorrelation Screen Grab.PNG
Autocorrelation Screen Grab.PNG (25.24 KiB) Viewed 408 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3299
Joined: Wed Sep 17, 2008 2:25 pm

Re: Runs Test Add-in

Postby startz » Thu Mar 01, 2018 7:16 am

The LM test is conducted on residuals in an equation view, not on a series directly.


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