Search found 2 matches

by tomasza
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 ...
by tomasza
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...

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