Transformation into normal distribution in Eviews

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vazirova
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Joined: Wed May 24, 2017 2:50 am

Transformation into normal distribution in Eviews

Postby vazirova » Mon Jun 05, 2017 6:07 am

Hello! When I was estimating my model it turned out that one parameter in time series (oil price) does not have a normal distribution.
I've read that there exists Box-Cox transformation and it is somehow possible to apply it in Eviews.
But it is necessary to calculate special Box-Cox parameter and I don't know how to do it in Eviews
I would be very grateful for your help!

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