Formula Cross Correlation and Autocovariance

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

franz-haas
Posts: 2
Joined: Fri Jun 13, 2014 2:14 am

Formula Cross Correlation and Autocovariance

Postby franz-haas » Fri Jun 13, 2014 2:21 am

Hi there,

currently I am using the eviews 8 SV for my master thesis.
Therefore I have to specify the formulas used to calculate cross correlations.

The eviews 8 userg uide only specifies the formula for the cross correlation itself and for the cross covariance.
The formula that shows how the autocovariances are calculated seems missing.

Any advice?

Franz

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests