Search found 2 matches
- Mon Jun 22, 2009 8:18 am
- Forum: Econometric Discussions
- Topic: log the price index before unit root testing or not?
- Replies: 2
- Views: 6246
Re: log the price index before unit root testing or not?
Hi, I basically have a similar question. I have equity returns which I wish to regress on a quarterly basis. So I have quarterly returns for X (e.g. +2.5%, -3.4%, -0.2%, +5,7%) and for Y. My question is should I regress the quarterly returns against each other or shall I rebase it in an index form, ...
- Tue May 26, 2009 9:46 am
- Forum: Econometric Discussions
- Topic: Dissertation question - correlation/cointegration
- Replies: 1
- Views: 3961
Dissertation question - correlation/cointegration
Dear all, for my thesis I am looking at the relationship between an equity index and a few other indices which are not equity based. I intend to look at the correlation between them which is fine however, I am not sure how to go about looking into cointegration as I am fairly new to stats and am doi...
