Econometrics Time-Series Data
Posted: Mon Oct 26, 2020 4:49 am
Hi all, a question with regards to time series econometrics on eviews. Given that I have monthly time series data on stock prices between the years 01/01/2001-31/12/2019.
How could I use eviews in order to calculate percentage returns of stock (RX) and percentage returns of the FTSE-index (RM) as follows, respectively:
RXt=100 x [(log(Xt)-log(Xt-1))]
and RMt=100 x [(log(Mt)-log(Mt-1))]
Additionally , I would like to implement unit-root tests on the variables of RX and RM followed by an evaluation of the results?
How could I use eviews in order to calculate percentage returns of stock (RX) and percentage returns of the FTSE-index (RM) as follows, respectively:
RXt=100 x [(log(Xt)-log(Xt-1))]
and RMt=100 x [(log(Mt)-log(Mt-1))]
Additionally , I would like to implement unit-root tests on the variables of RX and RM followed by an evaluation of the results?