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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

Only by performing the calculations manually.

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

No.

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

Without knowing more details, no

What details do you require?

What you are doing

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

What do you get?

It might help Gareth if you could post screen shots.

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