multiple window procedure

[Chris]

Hello,

I desire to make Eviews implement automatically serial correlation and ADF tests for multiple windows of data. More specifically, I want to divide 22,000 return observations into non-overlapping windows of 100 observations and perform the autocorrelation and unit root test for each block. Moreover, I would prefer to have all results into a single matrix and not to copy the figures from 440 opened ones. Can this procedure be developed in Eviews? What are the involved steps?

Many thanks!
Chris

[EViews Gareth]

Should be pretty simple to do. Its essentially the same idea as a rolling regression, but rather than estimating an equation in each window, you're performing a test instead.

If you do a search on the forum for "rolling", you should get enough info to get you started.