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Identifying Time Series Models
Posted: Tue May 31, 2016 12:56 pm
by graingerad12
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.
Re: Identifying Time Series Models
Posted: Tue May 31, 2016 1:28 pm
by startz
Have you opened one of the series and chosen View/Correlogram?
Re: Identifying Time Series Models
Posted: Tue May 31, 2016 1:30 pm
by graingerad12
Yes, I just didnt know how many lags to include
Re: Identifying Time Series Models
Posted: Tue May 31, 2016 1:35 pm
by startz
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.