Correlogram of Cross-correlations

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Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Correlogram of Cross-correlations

Postby Sissy » Tue May 08, 2012 10:32 am

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.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Correlogram of Cross-correlations

Postby EViews Glenn » Tue May 08, 2012 11:56 am

If you have a series RESID01, make a group with the two series

RESID01^2 RESID01(-1)

then do the cross-correlogram

Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Re: Correlogram of Cross-correlations

Postby Sissy » Tue May 08, 2012 12:29 pm

Ok, thanks a lot.

Junaid
Posts: 4
Joined: Fri May 18, 2012 2:30 am

Re: Correlogram of Cross-correlations

Postby Junaid » Sun May 20, 2012 11:53 am

Hallo

I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Correlogram of Cross-correlations

Postby startz » Sun May 20, 2012 12:18 pm

Make a group and choose View/cross correlation.

Junaid
Posts: 4
Joined: Fri May 18, 2012 2:30 am

Re: Correlogram of Cross-correlations

Postby Junaid » Fri Jun 01, 2012 7:50 am

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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