Cross-correlation function

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
tpk1001
Posts: 4
Joined: Fri Sep 20, 2013 2:34 pm

Cross-correlation function

Postby tpk1001 » Tue Oct 15, 2013 12:23 pm

Hello,

I an running the cross correlation function for two time series and I am trying
to figure on what assumptions the function/confidence intervals are based in eviews.
Specifically - do the time series need to have a normal (Gaussian) distribution?
Thanks.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests