Testing the CAPM

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Xerun
Posts: 1
Joined: Sun Sep 26, 2010 10:16 pm

Testing the CAPM

Postby Xerun » Sun Sep 26, 2010 11:16 pm

Sorry for such an ignorant question, but it's been awhile since I used Eviews and I cannot remember how to test the CAPM

I currently have the Average Equal Weighted Monthly Returns(called "AEWMR") and the Rm-Rf(Called "IEMR" )Proxy data for the same time period. How would I go about using these two to make the CAPM?
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