VAriance ratio test- Term paper

[olalekan]

Please i need help on how to carry out a variance ratio test and estimate the half life to a quadratic function. i currently writing a term paper on Oil prices. It didnt reject the Unit root hypotesis but a plot of the price and trending showed sign of mean reversion.

i dont know how to use Eviews to carry out variance ratio test. I need help in this regards. i have attached my data.

i would also love to if only i can specify for kalman filter to forecast the future oil prices

i am using Eviews 6

[EViews Gareth]

EViews 6 doesn't have variance ratio tests built in. You'll need EViews 7.

[olalekan]

thanks Gareth. i have Eviews7 installed too. how do i carry out variance ratio test using Eviews 7.

Also, can you kindly take me through the kalman filter?

thanks