Log transform a time series

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mcilwham
Posts: 1
Joined: Fri Mar 03, 2017 12:39 pm

Log transform a time series

Postby mcilwham » Sat Mar 04, 2017 4:58 am

Hi,

I have a time series and by inspection I would personally think the data needs log transforming. However, I would like something that is definitive, how do I run the box-Cox in Eviews? any other test to show that the data should be transformed would be appreciated too.

Thanks in advance,
Matt
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EViews Matt
EViews Developer
Posts: 563
Joined: Thu Apr 25, 2013 7:48 pm

Re: Log transform a time series

Postby EViews Matt » Mon Mar 06, 2017 9:49 am

Take a look at viewtopic.php?f=3&t=8505.
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