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- Thu Aug 07, 2014 3:59 am
- Forum: General Information and Tips and Tricks
- Topic: Help with hidden standard error of CCF
- Replies: 1
- Views: 3869
Help with hidden standard error of CCF
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 at two standard errors, which lets you see whether correlation coefficients for a given lag are statistically significant. So, EViews obviously...