which homogeneity tests index between different data series?

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Phoenix
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Joined: Wed Apr 29, 2009 4:03 am

which homogeneity tests index between different data series?

Postby Phoenix » Fri Nov 02, 2012 10:10 am

Hello everybody,
I need to know how is it possible to study the homogeneity of 45 series;
i.e. if I have 45 series of test examination performed on different days,
sessions_ae2012_data-2.wf1
(305.41 KiB) Downloaded 276 times

How to test if these 45 series have the same dynamic?
I am attaching the 45 series, in Eviews data file.
The evaluations goes from grade 30 as the highest grade, to the lowest (negative also)
Wald test is enough?
Or I have to study only study about residual test ?


About following index, can I consider as homogeneity index?
And in the case can I reject the null hypothesis of homogeneity?
May I say, with a good level of significance: "The tests have different difficulties?"


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID01)
Method: Least Squares
ADF Test Statistic -14.3862153067
1% Critical Value* -3.44454369822
5% Critical Value -2.86707839852
10% Critical Value -2.56971505933

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 151.926631974 Probability 0
Obs*R-squared 127.540471979 Probability 0
Log likelihood 795.5305 F-statistic 3.376147
Durbin-Watson stat 2.051778 Prob(F-statistic) 0.000000


Phillips-Perron Test Equation
Dependent Variable: D(RESID01)
Method: Least Squares
PP Test Statistic -14.38622
1% Critical Value* -3.4445
5% Critical Value -2.8671
10% Critical Value -2.5697
MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 0 ( Newey-West suggests: 5 )
Residual variance with no correction 0.003424
Residual variance with correction 0.003424

thanks in advance :o

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