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Lead/Lag Analysis
Posted: August 31st, 2005, 2:47 pm
by fire
I am trying to find a lead-lag relationship between two time-series. Any suggestions on the software to use?thanks in anticipation
Lead/Lag Analysis
Posted: September 2nd, 2005, 4:40 pm
by DJurdi
Eviews is easy to use and modelling lead lags is straight forward.
Lead/Lag Analysis
Posted: September 3rd, 2005, 7:36 pm
by fire
thanks DJurdi ... but I think i would use the xcorr fxn in MATLAB. Any comments on that fxn?