re chaos theory

[christchild23]

Hello.

I am currently doing my Msc. thesis on oil price volatility, and I want to test oil prices for Chaos. I noticed that the only "canned" test for non-linear dynamics in Eviews is the BDS test, which is very simple to carry out and interpret. But does anyone know if Eviews 5 or 6 can perform other tests for Chaos, like:

1) Calculating the Largest Lyapunov Exponent
2) Spectral Analysis
3) Neural Networks tests

I'm most interested in the Lyapunov Exponents test, as this is the main and most convincing test for Chaos. Thank you.

[trubador]

1) Calculating the Largest Lyapunov Exponent

There is no built-in function in EViews to do that. However, you can try writing your own code in EViews' programming language.

2) Spectral Analysis

Unfortunately, EViews does not perform spectral analysis for the time being. Yet, we are still looking forward to it...

3) Neural Networks tests

Although several softwares have adapted some specific types of neural networks as alternative to standard estimation techniques, EViews does not support ANN type estimation currently.

[christchild23]

thanks much trubador.