Hi,
How can I estimate an ARMA model for more than one equation.
Thanks
Search found 3 matches
- Thu Nov 18, 2010 11:52 am
- Forum: Econometric Discussions
- Topic: ARMA for many equations
- Replies: 0
- Views: 1763
- Thu Nov 18, 2010 9:44 am
- Forum: Econometric Discussions
- Topic: the series dynamic
- Replies: 0
- Views: 1881
the series dynamic
Hello everybody,
I have two time series X and Y; I would like to verify if the process underlying this two series is the same. I would like to know if is it possible to use the chow test to this purpose, or is there another way to proceed.
Thanks
I have two time series X and Y; I would like to verify if the process underlying this two series is the same. I would like to know if is it possible to use the chow test to this purpose, or is there another way to proceed.
Thanks
- Mon Nov 15, 2010 12:00 am
- Forum: Econometric Discussions
- Topic: homogeneity test
- Replies: 0
- Views: 1973
homogeneity test
Hello everybody,
I need to know how is it possible to study the homogeneity of two series; i.e. if I have two time series X and Y, how to test if these two series have the same dynamic.
I would like to do this by eviews
Thanks
I need to know how is it possible to study the homogeneity of two series; i.e. if I have two time series X and Y, how to test if these two series have the same dynamic.
I would like to do this by eviews
Thanks
