variance ratio test with missing data

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confusedguy
Posts: 5
Joined: Tue Oct 18, 2016 12:34 pm

variance ratio test with missing data

Postby confusedguy » Tue Oct 18, 2016 12:47 pm

Dear Forum,

First time poster - forgive any bad forum etiquette! OK here is my question:

I would like to run a variance ratio test on a series that has missing data, e.g.:

NA
NA
-0.007017572
-0.035846132
-0.022887673
NA
-0.024927977
-0.026327206
NA
..etc


Can this be done in eviews using the data series with missing observations?
Finally, I noticed when I search about this online that another package that I don't use or have access to that there is a separate command to be used in conjunction with the test where there are missing data.

Any help much appreciated!

Best,
CG

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: variance ratio test with missing data

Postby EViews Gareth » Tue Oct 18, 2016 1:19 pm

Yes, the built-in variance ratio test will handle internal missings just fine.

confusedguy
Posts: 5
Joined: Tue Oct 18, 2016 12:34 pm

Re: variance ratio test with missing data

Postby confusedguy » Tue Oct 18, 2016 1:36 pm

Perfect. Thanks for the reassurance!


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