Autocorrelation
Posted: Sun Nov 08, 2009 9:10 am
Hallo!
I have one question about the correlogram in EViews. How can I know how exactly the autocorrelations are calculated? Is it under the Fuller's bias corrected estimator which is asymptotically normal distributed? Or is it something else?
Thank you in advance :)
I have one question about the correlogram in EViews. How can I know how exactly the autocorrelations are calculated? Is it under the Fuller's bias corrected estimator which is asymptotically normal distributed? Or is it something else?
Thank you in advance :)