Variance Ratio Test
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opokutweneboah
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- Joined: Mon Sep 02, 2013 4:08 pm
Variance Ratio Test
Please I'm new to the variance ratio facility in Eviews 7 and I would be grateful if you could help me. I want to know if it's a requirement to log series when using the variance ratio test. I'm asking this because the exponential random walk takes the log of the series so I don't know if I should do it and make it log-log or use the exponential random walk to get the log. Thanks a lot
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