Search found 3 matches
- 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...
- 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
Also, can you kindly take me through the kalman filter?
thanks
- 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...
