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Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 8:26 am
by AntColeman
Hi guys, Im currently writing my dissertation and have never used EViews before but my tutor told me to have a look as it allows me to conduct one of my needed tests - variance ratio.

For my dissertation i have had to download the trade data at 15 minute intervals for 20 companies on the FTSE100 for 140 days.. as you can imagine there is a lot of data (5000+ returns for each company).

Using excel i have worked out the price relative and Returns data. The returns data what i am studying to check for any predictability in the FTSE100.

I have gone onto Eviews simply put two rows of data for each company TIME / RETURNS.

How do i run the variance ratio test? because i cant seem to make it work?

Please bare in mind that i have never dealt with the program before, but i could really use your help on this.

Re: Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 8:32 am
by EViews Gareth
Why don't you show us what you have?

Re: Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 8:37 am
by AntColeman
Why don't you show us what you have?
Every time i try to upload it onto here, the screen goes blank and the document is no longer on the page.... quite strange.. is there any other way too upload it?

Re: Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 8:41 am
by AntColeman
I managed to upload it fro a different computer. This is the list of data I am working from.

Re: Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 10:13 am
by EViews Gareth
First thing you should do is remove the duplicate date/time columns. I believe they're the same for each company?

Re: Stock market Variance ratio test problem

Posted: Fri Mar 13, 2015 10:58 am
by AntColeman
mostly yes, there are one or two companies with a few more results but essentially the same