AR1 and Autocorrelation function

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

superodge
Posts: 1
Joined: Mon Nov 17, 2008 2:50 am

AR1 and Autocorrelation function

Postby superodge » Mon Nov 17, 2008 3:20 am

Hello,
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?

Thank you

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 26 guests