Hi there,
I am currently using eviews 8 for my master thesis.
While working with a series, I came across (-->Series --> Proc) the "make whitened"-command.
But what specifivally does eviews do when it says whitening?
Any advice?
Search found 2 matches
- Fri Jun 13, 2014 2:24 am
- Forum: Econometric Discussions
- Topic: "make whitened ..."
- Replies: 1
- Views: 2216
- Fri Jun 13, 2014 2:21 am
- Forum: Econometric Discussions
- Topic: Formula Cross Correlation and Autocovariance
- Replies: 0
- Views: 1925
Formula Cross Correlation and Autocovariance
Hi there, currently I am using the eviews 8 SV for my master thesis. Therefore I have to specify the formulas used to calculate cross correlations. The eviews 8 userg uide only specifies the formula for the cross correlation itself and for the cross covariance. The formula that shows how the autocov...