Variance Ratio Test
Posted: Mon Sep 02, 2013 4:43 pm
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