Stock market Variance ratio test problem

[AntColeman]

Hi guys, Im currently writing my dissertation and have never used EViews before but my tutor told me to have a look as it allows me to conduct one of my needed tests - variance ratio.

For my dissertation i have had to download the trade data at 15 minute intervals for 20 companies on the FTSE100 for 140 days.. as you can imagine there is a lot of data (5000+ returns for each company).

Using excel i have worked out the price relative and Returns data. The returns data what i am studying to check for any predictability in the FTSE100.

I have gone onto Eviews simply put two rows of data for each company TIME / RETURNS.

How do i run the variance ratio test? because i cant seem to make it work?

Please bare in mind that i have never dealt with the program before, but i could really use your help on this.

[EViews Gareth]

Why don't you show us what you have?

[AntColeman]

Why don't you show us what you have?

Every time i try to upload it onto here, the screen goes blank and the document is no longer on the page.... quite strange.. is there any other way too upload it?

[AntColeman]

I managed to upload it fro a different computer. This is the list of data I am working from.

[EViews Gareth]

First thing you should do is remove the duplicate date/time columns. I believe they're the same for each company?

[AntColeman]

mostly yes, there are one or two companies with a few more results but essentially the same