Writing a script to generate things
Posted: Mon Jan 13, 2014 11:45 am
I have a time series data set for two variables, ftse100 and sp500. I have to generate a script in order to:
- generate returns and squared returns for both variables
- report descriptive statistics and correlations for both variables
- run the regression of sp500 on a constant and ftse100
- test for normality, autocorrelation, heteroskedasticity, stability in returns and squared returns
- plot returns and squared returns
I can do most of this stuff in Eviews, but I'm supposed to do it by making a script and I can't seem to figure out how this is done. Does anyone know the appropriate code to use to come up with these things? I can't seem to locate it in the Eviews help menu.
Thanks!
- generate returns and squared returns for both variables
- report descriptive statistics and correlations for both variables
- run the regression of sp500 on a constant and ftse100
- test for normality, autocorrelation, heteroskedasticity, stability in returns and squared returns
- plot returns and squared returns
I can do most of this stuff in Eviews, but I'm supposed to do it by making a script and I can't seem to figure out how this is done. Does anyone know the appropriate code to use to come up with these things? I can't seem to locate it in the Eviews help menu.
Thanks!