Identifying Time Series Models

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graingerad12
Posts: 3
Joined: Tue May 31, 2016 12:50 pm

Identifying Time Series Models

Postby graingerad12 » Tue May 31, 2016 12:56 pm

Hello! I was just wondering if someone could help me out. I have 5 time series in an excel file that I have imported into eviews, and I am trying to compute the sample correlogram for each series. The five time series have 500 obs each and the variables are x1, x2, x3, x4, and x5. Can anyone provide me with any help? I have attached the data to this forum. Thanks so much.
Attachments
ECON6390_HW5.XLS
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Identifying Time Series Models

Postby startz » Tue May 31, 2016 1:28 pm

Have you opened one of the series and chosen View/Correlogram?

graingerad12
Posts: 3
Joined: Tue May 31, 2016 12:50 pm

Re: Identifying Time Series Models

Postby graingerad12 » Tue May 31, 2016 1:30 pm

Yes, I just didnt know how many lags to include

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Identifying Time Series Models

Postby startz » Tue May 31, 2016 1:35 pm

Include however many lags as you'd like to see in the correlogram, with the proviso that the number of lags should be reasonably less than the number of data points.


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