Autocorrelation correction

For econometric discussions not necessarily related to EViews.

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Ghost47
Posts: 1
Joined: Fri Mar 16, 2012 8:02 am

Autocorrelation correction

Postby Ghost47 » Fri Mar 16, 2012 8:14 am

Hello!
I would like to know if there is a matrix to correct just autocorrelation in Eviews that I can install as a add-in, for the cases when I have just autocorrelation.
I'm asking it because Eviews 7.2 has a test for autocorrelation named "Breusch-Godfrey Serial Correlation LM Test" and a "Heteroskedasticity White Test" too. The problem is that if I have autocorrelation only I can't correct it because I can only choose between the White covariance matrix (to correct heteroskedasticity) or the Newey-West matrix (to correct both). But what I want is an option to correct the covariance matrix for autocorrelation only.
Thank you very much!

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