Search found 3 matches

by eden216
Thu Nov 18, 2010 11:52 am
Forum: Econometric Discussions
Topic: ARMA for many equations
Replies: 0
Views: 1763

ARMA for many equations

Hi,

How can I estimate an ARMA model for more than one equation.

Thanks
by eden216
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
by eden216
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

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