Formula Cross Correlation and Autocovariance
Posted: 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
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