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Comparing 2 Groups
Posted: Tue Sep 02, 2014 7:04 am
by RichardHan
Hello, I'm using new to this program. My workfile is consisted of 120 series, which I divide into 2 groups (series 1-60 in groups 1 and series 61-120 in groups 2). The question is, how can I compare group variance of groups 1 and groups 2? Cause whenever I'm using test of equality somehow it just comparing each series in one group :(
Btw thank for you for your attention :D
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 8:09 am
by EViews Gareth
Which variance do you wish to compare?
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 9:01 am
by RichardHan
err, the group variance? Here is my workfile screenshot ... btw where is the spoiler button?
group01 consist of num_1 until num_60 series, and group2 consist of num1 until num60 series. Each series contain 112 data, which are observation result from 112 companies on day
n. I'm planning to do both Levene and a Brown-Forsynth test to provide comparison between each method, because my data isn't normal.
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 9:03 am
by EViews Gareth
You need to define what you mean by group variance. Do you mean variance between observations, or between series?
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 9:14 am
by RichardHan
Oh ic... variance between series
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 9:31 am
by EViews Gareth
ok, and you want to do 112 separate tests?
Re: Comparing 2 Groups
Posted: Tue Sep 02, 2014 10:06 am
by RichardHan
...already got the answer, it seems there is fault in my method :(