Let’s get things started.
This practical first introduces you to several important concepts in data cleaning.
Next, we do a few basic univariate manipulations of share return series, including a few detrending examples.
See the following for a basic introduction to coding in Eviews. Please find time to go through this, as I will assume you understand the basic nuances covered here:
Also see a bonus code program on Chow tests:
For attribution, please cite this work as
Katzke (2019, April 13). Time-Series Econometrics: Practical 1: Data Cleaning And Introduction to Eviews. Retrieved from https://www.ts.nfkatzke.com/posts/2019-04-15-practical-1-data-cleaning-and-setup/
BibTeX citation
@misc{katzke2019practical,
author = {Katzke, N.F.},
title = {Time-Series Econometrics: Practical 1: Data Cleaning And Introduction to Eviews},
url = {https://www.ts.nfkatzke.com/posts/2019-04-15-practical-1-data-cleaning-and-setup/},
year = {2019}
}