Search found 4 matches

by tpk1001
Fri Oct 09, 2015 3:50 pm
Forum: Estimation
Topic: Testing of correlation coefficients
Replies: 0
Views: 2108

Testing of correlation coefficients

Hello, I am wondering if there is any way to test the significance of the correlation coefficients provided in the eviews cross-correlogram (I understand the asterisks are a proxy for this). It seems this is not possible in eviews 7 which I am using. If that's the case can I use the following test i...
by tpk1001
Wed Oct 07, 2015 3:22 pm
Forum: Econometric Discussions
Topic: Lag/lead correlations in Cross Correlogram
Replies: 4
Views: 6960

Re: Lag/lead correlations in Cross Correlogram

Hello, I am wondering if there is any way to test the significance of the correlation coefficients provided in the eviews cross-correlogram (I understand the asterisks are a proxy for this). It seems this is not possible in eviews 7 which I am using. If that's the case can I use the following test i...
by tpk1001
Tue Oct 15, 2013 12:23 pm
Forum: Estimation
Topic: Cross-correlation function
Replies: 0
Views: 1870

Cross-correlation function

Hello,

I an running the cross correlation function for two time series and I am trying
to figure on what assumptions the function/confidence intervals are based in eviews.
Specifically - do the time series need to have a normal (Gaussian) distribution?
Thanks.
by tpk1001
Fri Sep 20, 2013 2:46 pm
Forum: Data Manipulation
Topic: Importing data from Excel
Replies: 1
Views: 2350

Importing data from Excel

Hi, I am just starting with Eviews (7) and have a rather basic question regarding import of data from Excel. I have a simple xls table with months/rows and three market indices/columns. When I follow the users guide and import this table in Eviews I get multiple spreadsheets- one for each market ind...

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