Search found 3 matches

by ACR
Sat Oct 20, 2012 8:30 pm
Forum: Econometric Discussions
Topic: Econometrics - Differecing (on Eviews)!
Replies: 2
Views: 5063

Re: Econometrics - Differecing (on Eviews)!

Would a way to avoid the "spurious regression" in the dependent and independent variable be to perform a causality test (i.e.: Johansen Causality test)? That way I would make sure (if causality has been shown on the result, of course) that a causal relationship exists and a spurious relati...
by ACR
Tue Oct 09, 2012 1:03 pm
Forum: Econometric Discussions
Topic: Interpreting Johansen Cointegration test eviews 3.1
Replies: 0
Views: 4289

Interpreting Johansen Cointegration test eviews 3.1

Here's the thing, I am a complete newby in econometrics; I only have eviews version 3.1 and I have no way of getting a newer version where I am right now. I know how to interpret the results of a Johansen Cointegration test on newer versions (you have the Prob.** or p value and if greater than 5% ac...
by ACR
Mon Oct 08, 2012 12:50 pm
Forum: Econometric Discussions
Topic: Econometrics - Differecing (on Eviews)!
Replies: 2
Views: 5063

Econometrics - Differecing (on Eviews)!

First, I think it is good to refresh our memory about stationary data by quickly reading this short explanation: http://www.investopedia.com/articles/trading/07/stationary.asp#axzz27N8CsGCZ In case you guys don't want to open the link. Here's the main part: "Using non-stationary time series dat...

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