Cross correlation
Posted: Tue Mar 01, 2016 5:28 am
Hello for all users EViews,
I am working now with two time series as endogenous variable (CGM) and exogenous variable (BI), I used cross-correlation here to know the number of terms of the exogenous polynomial, but, as can be seen, the correlation is highest for a lag 0.
How can I read or translate this CCF in order to know the order of the exogenous polynomial?
Thanks for your help.
Regards,
I am working now with two time series as endogenous variable (CGM) and exogenous variable (BI), I used cross-correlation here to know the number of terms of the exogenous polynomial, but, as can be seen, the correlation is highest for a lag 0.
How can I read or translate this CCF in order to know the order of the exogenous polynomial?
Thanks for your help.
Regards,