EViews.com

Thanks, I will.

Regards,

Rodo

Hi, I just formated my hard drive but surprise, when I tried to reinstall eviews 6, my original CD was blank. No more data on the CD ! How is it possible ? It all the time stayed in its box. How can I get a new copy ? (I of course still have my serial number and the orignal (but now blank) CD). Than...

Ok thanks ! I will try it.

Hi,
I can't find in the manual how to compute quantiles/percentiles of time series.
Any idea ?

Thanks.

hi, did you try the following command:

view/fixed/random effect testing/correlated random - haussman test


as a cross section random effect test
??

I love it ! this is the strangest animal in the statistical toolbox.

Thanks !!! It's perfectly working ! The infinite variance clearly shows up. I didnt realize cauchy distribution is this particular case ...
Thanks again!!

OK great, thanks !!

Note that if you don't have an AR term, then applying an SAR term is exactly the same as applying an AR term. i.e. the equation

That is the key !

Hi, any idea how can I simulate series of Cauchy distributed random variables ?
Thanks.

Hi, first of all, it is a great idea to have created this forum ! this was missing and will undoubtedly be of a great help for all of us.

My question: what difference between the AR(4) and SAR(4) components ? I didn't find a clear answer in the manual.

Thanks.