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- Sat Nov 14, 2015 5:26 am
- Forum: Estimation
- Topic: Estimation of Autocovariances
- Replies: 1
- Views: 2467
Estimation of Autocovariances
Hi there, I am an absolute beginner in EViews (no programming experiences for this software so far). However, I have to estimate the following: Given a time series x_t, I want to estimate autocovariances (--> vector of autocovariances dependent of lag) Formula: 1/T sum( (x_t - x*) ( x_t+h - x*) ) wh...