Brown-Forsythe test

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hasanthi
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Joined: Wed Feb 20, 2013 8:21 am

Brown-Forsythe test

Postby hasanthi » Wed Feb 20, 2013 8:27 am

Does EViews version 7 facilitate Brown-Forsythe test to test equality of variances of two series? If it facilitate Pl. let me know the command to execute it.

Thanks
Hasanthi
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EViews Gareth
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Re: Brown-Forsythe test

Postby EViews Gareth » Wed Feb 20, 2013 8:51 am

Yes, it does. Open up a group containing your series. Click on View->Tests of Equality...
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hasanthi
Posts: 7
Joined: Wed Feb 20, 2013 8:21 am

Re: Brown-Forsythe test

Postby hasanthi » Wed Feb 20, 2013 10:38 am

Thank a lot and lot. Now I can proceed my work.

Thanks
Hasanthi
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hasanthi
Posts: 7
Joined: Wed Feb 20, 2013 8:21 am

Re: Brown-Forsythe test

Postby hasanthi » Wed Feb 20, 2013 6:07 pm

I need your help again. suppose we have 10 groups to test equality of variance and we performed brown and forsythe test and found that there is a difference among variances. Is there any way in EViews 7 to perform pairwise comparisons to identify which pairs are different and which are same?

Regards
Hasanthi
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hasanthi
Posts: 7
Joined: Wed Feb 20, 2013 8:21 am

Re: Brown-Forsythe test

Postby hasanthi » Mon Apr 01, 2013 2:39 am

Yes, it does. Open up a group containing your series. Click on View->Tests of Equality...
May I know the null hypothesis of Brown-Forsythe test in Eviews 7 Please? and are there any method we can conduct pairwise comparison in this test

Regards
hasanthi
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