Problem: Calculate sample moments in Eviews
Problem
Data: http://media.nek.lu.se/data/Sample_moments.xlsx
Use EViews to solve this problem. Hint: when you drag the Excel sheet into Eviews, you can select which sheet to extract data from in the “Predefined range”
- Using sheet 01, find the sample mean and the sample standard deviation of x
- Using sheet 02, find the sample covariance and the sample correlation between x and y
Solution
a)
b) Create a group of x and y. “d.f. corrected covariance” will make Eviews divide sum by n-1 instead of n.