VAriance ratio test- Term paper
Posted: Sat Dec 11, 2010 4:00 pm
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
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