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How can I do differencing in EViews?

Posted: Sat Aug 15, 2009 5:41 pm
by Kalec
Hi there,

I am new to EViews and wondering how I can difference my data.

I used Genr to transform my data by DData=D(Data). I do not know if it is the correct way to perform this.

Thanks and regards

Kalec

Re: How can I do differencing in EViews?

Posted: Sat Aug 15, 2009 6:06 pm
by startz
That works. Take a look at both the original and differenced series as a check.

Re: How can I do differencing in EViews?

Posted: Sat Aug 15, 2009 7:29 pm
by Kalec
Thanks Startz

It may be a stupid question, but how can I check against the original data to see if the differenced data are correct?

Many thanks and regards

Kalec

Re: How can I do differencing in EViews?

Posted: Sat Aug 15, 2009 7:36 pm
by startz
Display both the original series and the differenced series. Pick an observation as a spot check and be sure that the differenced series is the same as you get from subtracting one observation from another in the original.

By the way, you can also generate a differenced series with

Code: Select all

series ddata = data - data(-1)

Re: How can I do differencing in EViews?

Posted: Sat Aug 15, 2009 8:17 pm
by Kalec
Thanks so much Startz

Kalec