Hallo!
I have one question about the correlogram in EViews. How can I know how exactly the autocorrelations are calculated? Is it under the Fuller's bias corrected estimator which is asymptotically normal distributed? Or is it something else?
Thank you in advance :)
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- Sun Nov 08, 2009 9:10 am
- Forum: Data Manipulation
- Topic: Autocorrelation
- Replies: 1
- Views: 3232