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by K.I.S.S
Sun May 03, 2009 10:57 am
Forum: Econometric Discussions
Topic: Cross-Correlation
Replies: 5
Views: 24197

Cross-Correlation

I am running two different variables in EViews using the Cross-Correlogram function and i want to know how this function can tell that independent variable is a leading indicator of the dependent variable. If anyone knows how to read or translate the results from a cross-correlogram i would greatly ...
by K.I.S.S
Wed Apr 29, 2009 8:03 pm
Forum: Econometric Discussions
Topic: How to decipher the type of a time series?
Replies: 0
Views: 2706

How to decipher the type of a time series?

Ok, i have a few different sets a data and i am trying to figure out which ones have been generated by random noise, AR (1) process, and random walks with drift. if any one knows more about how to differentiate between these data sets please let me know.

thank you

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