re: Programming tests and procedures for Chaos

[christchild23]

Hello All,

I am doing research in Chaos theory, and I need to run some tests for chaos. I do not have the software with the built in capability of doing such complex tests, but I suspect that one could program the codes for these tests into Eviews. For chaos theory, the most important test is the calculating the largest positive Lyapunov exponent. I would like to know what is the procedure to write a code for this function into Eviews. Would be very grateful if anyone can provide some technical assistance. Thanks much. Eagerly awaiting response.

Christian

[EViews Gareth]

If you're asking someone to write a program for you, it would at least be courteous to write down the formula you're trying to have programmed, or, at least, a link to it.

[christchild23]

I'm sorry. Here is the formula for the Lyapunov Exponent:

λ = lim 1/t ln |Δx (X0, t)| / |Δx0|
t→∞
| Δx0|→0


Apologies for the crude notation. The zeros attached to the xs within the mod signs are supposed to be subscripts. You can also see the formula at the following link:

http://hypertextbook.com/chaos/43.shtml

Thank you for your response.

[christchild23]

i see I'd be much better of reading a book and doing my own trouble shooting. What a helpful response yours was. ^_^ Thanks much!