Dear frnd,
How to do Bai-perron test in eviews?? Could youplease give any graphical presentation. Thanks for your kind consideration. Cheers
Search found 3 matches
- Tue Sep 04, 2012 1:19 pm
- Forum: Estimation
- Topic: Bai-perron Test in Eviews
- Replies: 1
- Views: 1789
- Tue Sep 04, 2012 11:35 am
- Forum: Estimation
- Topic: Estimation of Adjusted volume series from residuals
- Replies: 0
- Views: 1435
Estimation of Adjusted volume series from residuals
Dear frnd, I have tried to remove trend in a volume series by using a simple linear regression v_t=α+δ_t+ε_t where t is a time trend variable. Now i want to use this residual to construct an adjusted volume series with the equation v_t^†=a+bε ̂_t Where, a and b are chosen so that the mean and varia...
- Sun Sep 02, 2012 1:28 am
- Forum: Data Manipulation
- Topic: How to Match two series according to the date order
- Replies: 1
- Views: 1990
How to Match two series according to the date order
Dear friends, I have volume and price series according to dates (5days in a week). But the order of the dates are different and i want to match the series observations according to the dates they were traded. How to do that in eviews? Manually matching data is so tough and time consuming as i have h...