Search found 3 matches

by willforbes1
Sat Apr 29, 2017 6:33 am
Forum: Econometric Discussions
Topic: Variance ratio test results interpretation.
Replies: 0
Views: 2159

Variance ratio test results interpretation.

I am conducting tests for my dissertation and i am having difficulty in determining whether the data follows a random walk from the variance ratio test results. Any help would be appreciated. Thanks in advance. value= 0.621041 df= 523 probability= 0.9531 individual tests: stats for each period: z st...
by willforbes1
Sat Apr 29, 2017 12:50 am
Forum: Econometric Discussions
Topic: Please help! Difficulty interpreting ADF and KPSS test results
Replies: 3
Views: 9323

Re: Please help! Difficulty interpreting ADF and KPSS test results

Hi, thanks for the quick response, this has really helped me. I also conducted a variance ratio test please could you take a look at the results from this test also if you dont mind? Should i accept the presence of a random walk or is there a random walk in the data? Thanks again in advance. value= ...
by willforbes1
Fri Apr 28, 2017 3:23 pm
Forum: Econometric Discussions
Topic: Please help! Difficulty interpreting ADF and KPSS test results
Replies: 3
Views: 9323

Please help! Difficulty interpreting ADF and KPSS test results

Hi, i am new to eviews and i am conducting a few statistical tests for my dissertation, i am unsure whether i should reject or accept the null hypothesis of stationary according the critical values. Any advice regarding this would be appreciated. Thanks in advance for your help. KPSS test results: t...

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