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ICSS algorithm

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ICSS algorithm

Posted: Sat Feb 04, 2012 3:46 am
by Nau2306
Hi

I am using eviews 6. Is there a way to detect points of sudden change in variance using the ICSS(Iterated cumulative sum of squares) algorithm in eviews 6?

Thanks

Re: ICSS algorithm

Posted: Wed Mar 09, 2016 2:09 am
by guiri
did you find the answer ?,
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