"make whitened ..."

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franz-haas
Posts: 2
Joined: Fri Jun 13, 2014 2:14 am

"make whitened ..."

Postby franz-haas » Fri Jun 13, 2014 2:24 am

Hi there,
I am currently using eviews 8 for my master thesis.

While working with a series, I came across (-->Series --> Proc) the "make whitened"-command.

But what specifivally does eviews do when it says whitening?

Any advice?
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: "make whitened ..."

Postby EViews Glenn » Fri Jun 13, 2014 9:28 am

Computes the residuals from an autoregression (see the documentation for details).
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