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- Thu Dec 12, 2013 9:04 am
- Forum: Econometric Discussions
- Topic: Cross-correlation
- Replies: 2
- Views: 4606
Re: Cross-correlation
Read the EViews User Guide I, chapter 12, pag. 422 (or if you have another version maybe it is in another page). In short, you would need to look at the positive lags to see if x is a leading indicator of y and the negative lags if you think that y is a leading indicator of x. At least that's what I...