Identifying Time Series Models
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graingerad12
- Posts: 3
- Joined: Tue May 31, 2016 12:50 pm
Identifying Time Series Models
Hello! I was just wondering if someone could help me out. I have 5 time series in an excel file that I have imported into eviews, and I am trying to compute the sample correlogram for each series. The five time series have 500 obs each and the variables are x1, x2, x3, x4, and x5. Can anyone provide me with any help? I have attached the data to this forum. Thanks so much.
- Attachments
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- ECON6390_HW5.XLS
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Identifying Time Series Models
Have you opened one of the series and chosen View/Correlogram?
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graingerad12
- Posts: 3
- Joined: Tue May 31, 2016 12:50 pm
Re: Identifying Time Series Models
Yes, I just didnt know how many lags to include
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Identifying Time Series Models
Include however many lags as you'd like to see in the correlogram, with the proviso that the number of lags should be reasonably less than the number of data points.
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