Search results

  1. VB Code to calculate the BDS statistic

    Hi, Does anyone have or know where I can get hold of vb code/algorithm to calculate the Brock, Dechert Scheinkman (BDS) Test to measure the independence of a data series? The code is avaliable in other programming languges on the net (Matlab - http://fmwww.bc.edu/repec/bocode/b/bdssig.m ...

  2. Automating Calculation of Lagged Cross Correlations between Variables

    Hi, Hope someone can offer some advice. I have about 200 columns of time series data that I would like to analyse in terms of lagged cross correlations between all the variables. Currently the data is stored in Excel. Variable 1 is in Column A, variable 2 in Column B etc, the data ends...
Back
Top