Econometrics Time-Series Data

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KeiranGreen_
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Joined: Sun Oct 25, 2020 11:50 am

Econometrics Time-Series Data

Postby KeiranGreen_ » Mon Oct 26, 2020 4:49 am

Hi all, a question with regards to time series econometrics on eviews. Given that I have monthly time series data on stock prices between the years 01/01/2001-31/12/2019.

How could I use eviews in order to calculate percentage returns of stock (RX) and percentage returns of the FTSE-index (RM) as follows, respectively:

RXt=100 x [(log(Xt)-log(Xt-1))]
and RMt=100 x [(log(Mt)-log(Mt-1))]

:roll:

Additionally , I would like to implement unit-root tests on the variables of RX and RM followed by an evaluation of the results?

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