As shown in the attached extract from the EViews 7 user manual, the EViews Cross Correlations Function displays a line on the CCF chart
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?
Thanks,
Doctor G
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.Help with hidden standard error of CCF
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Re: Help with hidden standard error of CCF
The bottom line of your screenshot...
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