Help with hidden standard error of CCF

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Doctor G
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Joined: Thu Aug 07, 2014 3:46 am

Help with hidden standard error of CCF

Postby Doctor G » Thu Aug 07, 2014 3:59 am

As shown in the attached extract from the EViews 7 user manual, the EViews Cross Correlations Function displays a line on the CCF chart
EViews CCF notes.jpg
User manual notes on CCFs
EViews CCF notes.jpg (332.12 KiB) Viewed 2089 times
at two standard errors, which lets you see whether correlation coefficients for a given lag are statistically significant. So, EViews obviously computes standard error bounds.

Unfortunately a rough visual comparison is not enough for my purposes. I need to know the value of two standard errors. However, I do not know how to get at this figure, as it does not appear in the standard output, and I can't find out from the user manual how to get at it. Can anyone help?


Doctor G :?

EViews Gareth
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Re: Help with hidden standard error of CCF

Postby EViews Gareth » Thu Aug 07, 2014 5:34 am

The bottom line of your screenshot...
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