Runs Test Add-in
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Runs Test Add-in
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
Thanks in advance
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Runs Test Add-in
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
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
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Runs Test Add-in
Can you please explain why I don't have the Residual Diagnostics - Correlogram-Q-statistics option under the view tab
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Runs Test Add-in
What details do you require?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Runs Test Add-in
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
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
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13312
- Joined: Tue Sep 16, 2008 5:38 pm
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Runs Test Add-in
It might help Gareth if you could post screen shots.
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Runs Test Add-in
The LM test is conducted on residuals in an equation view, not on a series directly.
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