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”

  1. Using sheet 01, find the sample mean and the sample standard deviation of x
  2. 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.