I'm new here and I have some basic questions about Eviews 5.
I want to simulate two AR1 processes. After creating a workfile with 1000 observations, I use the following codes to implement the processes :
genr e = nrnd
genr x1 = nrnd
genr x2 = nrnd
smpl 2 1000
x1 = 0.4*x1(-1) + e
x2 = -0.4*x2(-1) + e
1- Are these codes fine for implementing the AR1 processes?
After implementing the processes, I want to sketch the autocorrelation function ACF of each process
I use x1.correl(20, graph) for example and I get the correlogramm
2- Is there a way to sketch the ACF graph independently of the correlogramm?
For questions regarding programming in the EViews programming language.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 3 guests