Search found 5 matches

by tdwil2
Mon Aug 24, 2009 10:18 pm
Forum: Econometric Discussions
Topic: lag length selection for granger-causality tests
Replies: 1
Views: 8869

lag length selection for granger-causality tests

I'm running granger causality tests, and i'm trying to determine the number of lags to use.

Is there a way eviews can automatically select the correct lag length? or alternatively is there a way to run Akaike or Schwarz tests to find the correct lag length?

thanks!!
by tdwil2
Sun Aug 09, 2009 10:48 pm
Forum: General Information and Tips and Tricks
Topic: HP filter and de-trending
Replies: 1
Views: 6065

HP filter and de-trending

I have run a HP filter on data that is trend-stationary and have got the graph of the results comes up. How do you see the actual series created by the HP filter so that it can be utilised?

Does anyone have any suggestions as to another de-tredning technique?

Thanks!
by tdwil2
Thu May 21, 2009 6:02 pm
Forum: General Information and Tips and Tricks
Topic: Structural break tests help
Replies: 12
Views: 29424

Re: Structural break tests help

i have the equation ready to be written up.

so i have a time series of passenger numbers, called 'total_psngr_numbers' that i want to analyse.

how do i incorporate this into an equation so that this test can be run?

thanks!
by tdwil2
Sun May 17, 2009 8:10 pm
Forum: General Information and Tips and Tricks
Topic: Structural break tests help
Replies: 12
Views: 29424

Re: Structural break tests help

how do i do that. sorry such a simple question, i'm just getting started with eviews.

so from my workfile which contains my time series data, do i set up an equation? or do i do it from the series spreadsheet window?

thanks
by tdwil2
Sun May 17, 2009 6:27 pm
Forum: General Information and Tips and Tricks
Topic: Structural break tests help
Replies: 12
Views: 29424

Structural break tests help

I have time series data saved as a workfile in Eviews 6. I am trying to run strucutural breakpoint tests on the data (eg Chow's).

The User Guide says to click 'view' then 'stabililty tests' to run these. however, when i select 'view', this stablity tests option doesn't appear.

any tips?

thanks!

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