the series dynamic
Posted: Thu Nov 18, 2010 9:44 am
Hello everybody,
I have two time series X and Y; I would like to verify if the process underlying this two series is the same. I would like to know if is it possible to use the chow test to this purpose, or is there another way to proceed.
Thanks
I have two time series X and Y; I would like to verify if the process underlying this two series is the same. I would like to know if is it possible to use the chow test to this purpose, or is there another way to proceed.
Thanks