Search found 5 matches
- Fri Mar 30, 2018 2:15 am
- Forum: Programming
- Topic: F-statistic in Augmented Dickey Fuller test
- Replies: 0
- Views: 2266
F-statistic in Augmented Dickey Fuller test
Hello everyone, I am having trouble calculating Fischer statistic in Eviews to test the hypotheses of the three models (None- Intercept- Trend) of Dickey Fuller test. According to a document I found, where they explicitly explain all the steps to do so, Test de Dickey Fuller avec le logiciel EVIEWS....
- Tue Mar 27, 2018 8:07 am
- Forum: General Information and Tips and Tricks
- Topic: Determining the lag order
- Replies: 2
- Views: 5478
Re: Determining the lag order
Thank you.
- Tue Mar 27, 2018 8:06 am
- Forum: Programming
- Topic: Cointegration test programming
- Replies: 2
- Views: 2900
Re: Cointegration test programming
Thank you.
- Tue Mar 27, 2018 2:21 am
- Forum: Programming
- Topic: Cointegration test programming
- Replies: 2
- Views: 2900
Cointegration test programming
Good morning everyone.
I am new to Eviews, i have 73 assests and i want to check which one are cointegrated with each other, so obviously i need a kind of loop, but i have no idea how to implement it, any help will be welcomed.
Thank you.
I am new to Eviews, i have 73 assests and i want to check which one are cointegrated with each other, so obviously i need a kind of loop, but i have no idea how to implement it, any help will be welcomed.
Thank you.
- Tue Mar 27, 2018 1:58 am
- Forum: General Information and Tips and Tricks
- Topic: Determining the lag order
- Replies: 2
- Views: 5478
Determining the lag order
Good morning everyone. When it comes to determining the lag order of a time series, the most common method is to calculate different information criteria and take the minimum value, sometimes we can also check the R squared value, however doing that i obtain a different lag order than the one calcul...
