Hello,
How can I make the correlogram of cross-correlation between the squared residuals and lagged residuals in Eviews 7 student version, please ?
Thanks in advance.
Correlogram of Cross-correlations
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EViews Glenn
- EViews Developer
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Re: Correlogram of Cross-correlations
If you have a series RESID01, make a group with the two series
RESID01^2 RESID01(-1)
then do the cross-correlogram
RESID01^2 RESID01(-1)
then do the cross-correlogram
Re: Correlogram of Cross-correlations
Ok, thanks a lot.
Re: Correlogram of Cross-correlations
Hallo
I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...
I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Correlogram of Cross-correlations
Make a group and choose View/cross correlation.
Re: Correlogram of Cross-correlations
Thanks for it ...Please how to test the significance of the cross correlation like at 1 5 and 10 perecent level of significance.
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