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"make whitened ..."

Posted: Fri Jun 13, 2014 2:24 am
by franz-haas
Hi there,
I am currently using eviews 8 for my master thesis.

While working with a series, I came across (-->Series --> Proc) the "make whitened"-command.

But what specifivally does eviews do when it says whitening?

Any advice?

Re: "make whitened ..."

Posted: Fri Jun 13, 2014 9:28 am
by EViews Glenn
Computes the residuals from an autoregression (see the documentation for details).