Statistics

For econometric discussions not necessarily related to EViews.

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Chuvaekek
Posts: 9
Joined: Thu Oct 03, 2013 7:49 am

Statistics

Postby Chuvaekek » Thu Oct 03, 2013 8:12 am

Hi!

I'm new to eviews. I have eviews6.
please help me on how to run my data. what are equations and everything.

my study is impact of macroeconomic factors to stock market

I'm going to use Johansen cointegration test and granger causality. My problem is on ADF testing, on how to convert data to non stationary data or data in level and stationary data or stationary at first difference. help me with equations i need.and i have problem in choosing log intervals. my data are in monthly.


Dependent variables:
interest rate
inflation
forex
m2


independent variables:

financial index
industrial index
property index

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