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Hello! I am sorry if my question might seem stupid, but I was wondering how to best construct my granger causality test. I am investigating two time series, over a 5 year period with daily info and I also know that these time series are cointegrated. How do I know proceed with my causality test? 1. ...

Hi! I am currently conducting johansen tests for daily future prices over a span of approx. 3 years, and I am wondering if the high values for the trace and the max. eigenvalue are "normal" or if they are caused by some misspecification or wrong lag length. (below one eviews output) Date: ...

I am also trying to determine the maximum lag length I should indicate for my lag length criteria test, and I was wondering if you could advise me. I am examining daily (5 days a week) data from 2005-2010. What maximum lag length would be appropriate for such data, or how could I determine the most ...

Hi!

I am struggling with the parameters for conducting the cointegration analysis and I am wondering how I can determine which trend assumptions are appropriate for my sample and what lag interval is most appropriate.

If anybody has any tips on this issue, I would be very thankful!

Bye,

Hi! I am still a beginner with Unit root tests in EViews, and I need urgent help concerning the following output: KPSS Test Level Intercept Null Hypothesis: BN_LOG is stationary Exogenous: Constant Bandwidth: 18 (Newey-West using Bartlett kernel) Kwiatkowski-Phillips-Schmidt-Shin test statistic 1.90...

Hi!

I am new to Eviews, and I am struggling with the options for the ADF test. How can I do if I have to include an intercept or trend in my analysis?

Thx in advance for your advice!

hi! I want to conduct a chow breakpoint test and was wondering if N/A values that are included in my time series pose any problem or influence the results. I would be thankful for any insights and in case they do influence results, could you please indicate how I can excludes these from my series? T...

Hi! I am still a beginner in Eviews and I just computed a Chow breaktpoint test with time series on spot daily data (I used the following equation ls logbn ar(1) )..the test showed me the following results F-statistic 5.975280 Probability 0.014760 Log likelihood ratio 5.966761 Probability 0.014578 b...