help me!!!!
Posted: Fri Aug 04, 2017 7:58 am
hi all.
I desire to make Eviews implement automatically serial correlation and ADF tests for multiple windows of data. More specifically, I want to divide 22,000 return observations into non-overlapping windows of 100 observations and perform the autocorrelation and unit root test for each block. Moreover, I would prefer to have all results into a single matrix and not to copy the figures from 440 opened ones. Can this procedure be developed in Eviews? What are the involved steps?
thank for all.
have a nicce day
I desire to make Eviews implement automatically serial correlation and ADF tests for multiple windows of data. More specifically, I want to divide 22,000 return observations into non-overlapping windows of 100 observations and perform the autocorrelation and unit root test for each block. Moreover, I would prefer to have all results into a single matrix and not to copy the figures from 440 opened ones. Can this procedure be developed in Eviews? What are the involved steps?
thank for all.
have a nicce day