T-test in Eviews

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Student24
Posts: 3
Joined: Fri Feb 22, 2013 11:37 am

T-test in Eviews

Postby Student24 » Mon Feb 25, 2013 1:23 am

Hi

i have a question regarding the t-test for comparing the means of two independent samples:
I have a time series of stock returns with 3000 observations and 2 subgroups of firms for which I'd like to test the difference in means.
If I do this in Eviews with the function "tests by classification" ->"mean", do I first need to ensure that the populations are normally distributed and have equal standard deviations (as statistics books claim for most t-test methods)?
What if this is not the case, is there still a way to perform the t-test in Eviews?

Thanks for any help!

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: T-test in Eviews

Postby EViews Gareth » Mon Feb 25, 2013 8:51 am

The Mean test for equality outputs a number of different test statistics, at least one of which allows for different variances.


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