Page 1 of 1
Correlogram of Cross-correlations
Posted: Tue May 08, 2012 10:32 am
by Sissy
Hello,
How can I make the correlogram of cross-correlation between the squared residuals and lagged residuals in Eviews 7 student version, please ?
Thanks in advance.
Re: Correlogram of Cross-correlations
Posted: Tue May 08, 2012 11:56 am
by EViews Glenn
If you have a series RESID01, make a group with the two series
RESID01^2 RESID01(-1)
then do the cross-correlogram
Re: Correlogram of Cross-correlations
Posted: Tue May 08, 2012 12:29 pm
by Sissy
Ok, thanks a lot.
Re: Correlogram of Cross-correlations
Posted: Sun May 20, 2012 11:53 am
by Junaid
Hallo
I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...
Re: Correlogram of Cross-correlations
Posted: Sun May 20, 2012 12:18 pm
by startz
Make a group and choose View/cross correlation.
Re: Correlogram of Cross-correlations
Posted: Fri Jun 01, 2012 7:50 am
by Junaid
Thanks for it ...Please how to test the significance of the cross correlation like at 1 5 and 10 perecent level of significance.