How can I do differencing in EViews?

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Kalec
Posts: 14
Joined: Sat Aug 15, 2009 5:14 pm

How can I do differencing in EViews?

Postby Kalec » Sat Aug 15, 2009 5:41 pm

Hi there,

I am new to EViews and wondering how I can difference my data.

I used Genr to transform my data by DData=D(Data). I do not know if it is the correct way to perform this.

Thanks and regards

Kalec

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

Re: How can I do differencing in EViews?

Postby startz » Sat Aug 15, 2009 6:06 pm

That works. Take a look at both the original and differenced series as a check.

Kalec
Posts: 14
Joined: Sat Aug 15, 2009 5:14 pm

Re: How can I do differencing in EViews?

Postby Kalec » Sat Aug 15, 2009 7:29 pm

Thanks Startz

It may be a stupid question, but how can I check against the original data to see if the differenced data are correct?

Many thanks and regards

Kalec

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

Re: How can I do differencing in EViews?

Postby startz » Sat Aug 15, 2009 7:36 pm

Display both the original series and the differenced series. Pick an observation as a spot check and be sure that the differenced series is the same as you get from subtracting one observation from another in the original.

By the way, you can also generate a differenced series with

Code: Select all

series ddata = data - data(-1)

Kalec
Posts: 14
Joined: Sat Aug 15, 2009 5:14 pm

Re: How can I do differencing in EViews?

Postby Kalec » Sat Aug 15, 2009 8:17 pm

Thanks so much Startz

Kalec


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