Search found 3 matches

by olalekan
Tue Dec 28, 2010 11:51 am
Forum: Econometric Discussions
Topic: ADF on Price series(urgent)
Replies: 0
Views: 1820

ADF on Price series(urgent)

Dear all, i am presently working on my research paper , in order to test for non stationarity of the price series. i carried out an ADF but my qauestion is do i have to evaluate any regression for me to know the p-value. I have data for price which i am trying to test if it exhibit any form of rando...
by olalekan
Sun Dec 12, 2010 1:21 pm
Forum: Suggestions and Requests
Topic: VAriance ratio test- Term paper
Replies: 2
Views: 5384

Re: VAriance ratio test- Term paper

thanks Gareth. i have Eviews7 installed too. how do i carry out variance ratio test using Eviews 7.

Also, can you kindly take me through the kalman filter?

thanks
by olalekan
Sat Dec 11, 2010 4:00 pm
Forum: Suggestions and Requests
Topic: VAriance ratio test- Term paper
Replies: 2
Views: 5384

VAriance ratio test- Term paper

Please i need help on how to carry out a variance ratio test and estimate the half life to a quadratic function. i currently writing a term paper on Oil prices. It didnt reject the Unit root hypotesis but a plot of the price and trending showed sign of mean reversion. i dont know how to use Eviews t...

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