Autocorrelation

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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martina
Posts: 1
Joined: Tue Oct 20, 2009 7:09 am

Autocorrelation

Postby martina » Sun Nov 08, 2009 9:10 am

Hallo!
I have one question about the correlogram in EViews. How can I know how exactly the autocorrelations are calculated? Is it under the Fuller's bias corrected estimator which is asymptotically normal distributed? Or is it something else?
Thank you in advance :)
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Autocorrelation

Postby trubador » Mon Nov 09, 2009 9:47 am

Please refer to EViews 6 Users Guide I, chapter 11, page 325 for details...
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