Search found 4 matches
- Mon Jul 10, 2017 4:30 am
- Forum: Econometric Discussions
- Topic: Engle-Granger test
- Replies: 1
- Views: 2347
Re: Engle-Granger test
Bump.
- Mon Jul 03, 2017 12:10 pm
- Forum: Econometric Discussions
- Topic: Engle-Granger test
- Replies: 1
- Views: 2347
Engle-Granger test
All,
What kind of variables can one use best for running this test between stock X and Y? Just the openingprice/date or also volume etc.
I know it's between time series, but I can add variables to a time serie.
Any particular issues I can run into?
What kind of variables can one use best for running this test between stock X and Y? Just the openingprice/date or also volume etc.
I know it's between time series, but I can add variables to a time serie.
Any particular issues I can run into?
- Mon Jun 19, 2017 9:47 am
- Forum: Data Manipulation
- Topic: "Alpha Series in Specification" Error (EViews 9)
- Replies: 2
- Views: 3964
- Sat Jun 17, 2017 11:12 pm
- Forum: Data Manipulation
- Topic: "Alpha Series in Specification" Error (EViews 9)
- Replies: 2
- Views: 3964
"Alpha Series in Specification" Error (EViews 9)
Dear all, I am having trouble converting a variable (date/time) into a numerical variable. I know one of the problems of this error is that there are any spaces or something like that. This is what I've done so far: I) @val() function; II) alpha var2=@replace(variable," ",".") sh...