ICSS algorithm

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Nau2306
Posts: 74
Joined: Thu Nov 17, 2011 11:51 am

ICSS algorithm

Postby Nau2306 » Sat Feb 04, 2012 3:46 am

Hi

I am using eviews 6. Is there a way to detect points of sudden change in variance using the ICSS(Iterated cumulative sum of squares) algorithm in eviews 6?

Thanks

guiri
Posts: 5
Joined: Mon Dec 21, 2015 5:25 am

Re: ICSS algorithm

Postby guiri » Wed Mar 09, 2016 2:09 am

did you find the answer ?,


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