variance ratio test with missing data
Posted: Tue Oct 18, 2016 12:47 pm
Dear Forum,
First time poster - forgive any bad forum etiquette! OK here is my question:
I would like to run a variance ratio test on a series that has missing data, e.g.:
NA
NA
-0.007017572
-0.035846132
-0.022887673
NA
-0.024927977
-0.026327206
NA
..etc
Can this be done in eviews using the data series with missing observations?
Finally, I noticed when I search about this online that another package that I don't use or have access to that there is a separate command to be used in conjunction with the test where there are missing data.
Any help much appreciated!
Best,
CG
First time poster - forgive any bad forum etiquette! OK here is my question:
I would like to run a variance ratio test on a series that has missing data, e.g.:
NA
NA
-0.007017572
-0.035846132
-0.022887673
NA
-0.024927977
-0.026327206
NA
..etc
Can this be done in eviews using the data series with missing observations?
Finally, I noticed when I search about this online that another package that I don't use or have access to that there is a separate command to be used in conjunction with the test where there are missing data.
Any help much appreciated!
Best,
CG