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- Mon Sep 02, 2013 4:43 pm
- Forum: Econometric Discussions
- Topic: Variance Ratio Test
- Replies: 0
- Views: 1786
Variance Ratio Test
Please I'm new to the variance ratio facility in Eviews 7 and I would be grateful if you could help me. I want to know if it's a requirement to log series when using the variance ratio test. I'm asking this because the exponential random walk takes the log of the series so I don't know if I should d...