Search found 4 matches
- 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...
- 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...
- 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.
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.
- 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...
