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Brown-Forsythe test
Posted: Wed Feb 20, 2013 8:27 am
by hasanthi
Does EViews version 7 facilitate Brown-Forsythe test to test equality of variances of two series? If it facilitate Pl. let me know the command to execute it.
Thanks
Hasanthi
Re: Brown-Forsythe test
Posted: Wed Feb 20, 2013 8:51 am
by EViews Gareth
Yes, it does. Open up a group containing your series. Click on View->Tests of Equality...
Re: Brown-Forsythe test
Posted: Wed Feb 20, 2013 10:38 am
by hasanthi
Thank a lot and lot. Now I can proceed my work.
Thanks
Hasanthi
Re: Brown-Forsythe test
Posted: Wed Feb 20, 2013 6:07 pm
by hasanthi
I need your help again. suppose we have 10 groups to test equality of variance and we performed brown and forsythe test and found that there is a difference among variances. Is there any way in EViews 7 to perform pairwise comparisons to identify which pairs are different and which are same?
Regards
Hasanthi
Re: Brown-Forsythe test
Posted: Mon Apr 01, 2013 2:39 am
by hasanthi
Yes, it does. Open up a group containing your series. Click on View->Tests of Equality...
May I know the null hypothesis of Brown-Forsythe test in Eviews 7 Please? and are there any method we can conduct pairwise comparison in this test
Regards
hasanthi