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!!
Search found 5 matches
- Mon Aug 24, 2009 10:18 pm
- Forum: Econometric Discussions
- Topic: lag length selection for granger-causality tests
- Replies: 1
- Views: 8869
- 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!
Does anyone have any suggestions as to another de-tredning technique?
Thanks!
- 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!
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!
- 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
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
- 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!
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!
