Search found 2 matches
- Tue Jun 12, 2012 5:43 am
- Forum: Estimation
- Topic: Cointegration
- Replies: 1
- Views: 2513
Cointegration
Hi all, I hope someone can help me with a problem in eviews 7. I have two time series, one containing stock data, the other performance data. I'd like to build a VAR model with these two time series, however, both are I(1). Hence I have to test for cointegration. I know there are several options to ...
- Mon Jun 11, 2012 1:43 pm
- Forum: Econometric Discussions
- Topic: ARIMA structure
- Replies: 0
- Views: 1651
ARIMA structure
I am trying to find the arima structure of my dataset. After testing for and finding a unit root, i use first differences. However now I am trying to find a way to find an appropriate arima structure. My corrolelogram shows no clear pattern. Only small bars for the 3rd, 14th and 16th auto and partia...
