how eviews caclule ACF (the formula).

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
bensabdel
Posts: 2
Joined: Mon Jul 20, 2015 7:24 am

how eviews caclule ACF (the formula).

Postby bensabdel » Mon Jul 20, 2015 7:40 am

hi :D
when applying the CORREL () function in Excel ( on the series y and y(-1) to caclculate ACF for 1 lag for example), it does not give me the same value given by eviews , so how eviews caclule ACF (the formula).
thanks
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: how eviews caclule ACF (the formula).

Postby EViews Gareth » Mon Jul 20, 2015 8:12 am

The formula is given in the manual. User Guide 1.
Top
EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: how eviews caclule ACF (the formula).

Postby EViews Glenn » Mon Jul 20, 2015 9:32 am

Along with a specific comment about why there is a discrepancy.
Top
bensabdel
Posts: 2
Joined: Mon Jul 20, 2015 7:24 am

Re: how eviews caclule ACF (the formula).

Postby bensabdel » Tue Jul 21, 2015 4:42 am

thank you so much for the answer
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests