Stock market Variance ratio test problem
Posted: Fri Mar 13, 2015 8:26 am
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.
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.