Cross-correlation function
Posted: 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.
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.