10/8/2023 0 Comments Wald test eviews 9I'm looking at testing the data series in an alternative method to the Q-statistic and seen EViews can carry out the Lagrange Mulitplier LM. I'm running four statistical tests, Variance ratio, Unit Root, Runs test and Autocorrelation test to see if the data follows the random walk theory.įor the Autocorrelation test I'm analysing the log returns of each index. However I don't have this option, is this due the limitations of my student account? Thanks Sandy. I have another question: I'm currently testing for serial correlation and can preform this by using Correlogram-Q-statistics tool. Is there another method to carry out this analysis tool. I have purchased the Student version which means I cannot download the 'Runs test' add-in. Note each add-in available on our webpage will have its own individual thread.
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