Help with hidden standard error of CCF
Posted: Thu Aug 07, 2014 3:59 am
As shown in the attached extract from the EViews 7 user manual, the EViews Cross Correlations Function displays a line on the CCF chart
at two standard errors, which lets you see whether correlation coefficients for a given lag are statistically significant. So, EViews obviously computes standard error bounds.
Unfortunately a rough visual comparison is not enough for my purposes. I need to know the value of two standard errors. However, I do not know how to get at this figure, as it does not appear in the standard output, and I can't find out from the user manual how to get at it. Can anyone help?
Thanks,
Doctor G :?
- User manual notes on CCFs
- EViews CCF notes.jpg (332.12 KiB) Viewed 3874 times
Unfortunately a rough visual comparison is not enough for my purposes. I need to know the value of two standard errors. However, I do not know how to get at this figure, as it does not appear in the standard output, and I can't find out from the user manual how to get at it. Can anyone help?
Thanks,
Doctor G :?