Search found 22 matches
- Sat Dec 12, 2015 2:55 am
- Forum: Econometric Discussions
- Topic: Question about Autocorrelation
- Replies: 5
- Views: 4559
Re: Question about Autocorrelation
Generally because when serial correlation is ignored the reported standard errors are wrong. Adding AR(1) gives the correct standard errors. In addition, sometimes serial correlation indicates misspecification. so this means, that in the original output, the standard errors were wrong due to a AR t...
- Fri Dec 11, 2015 3:02 pm
- Forum: Econometric Discussions
- Topic: Question about Autocorrelation
- Replies: 5
- Views: 4559
Re: Question about Autocorrelation
startz wrote:The fact that a variable is "insignificant" does not mean you should throw it out.
but why does the adding of an AR term suddenly render a variable insignificant?
- Fri Dec 11, 2015 7:53 am
- Forum: Econometric Discussions
- Topic: What to do in the eyes of multicollinearity
- Replies: 3
- Views: 3884
Re: What to do in the eyes of multicollinearity
hi trubador sorry shoudl have done that. I noticed someting while going over a topic http://forums.eviews.com/viewtopic.php?f=4&t=3212 I used the method described here by vmillias which startz says is actually bad. Why is that so? So I should use a Coefficient Variance decomposition test right, ...
- Fri Dec 11, 2015 7:41 am
- Forum: Econometric Discussions
- Topic: Question about Autocorrelation
- Replies: 5
- Views: 4559
Question about Autocorrelation
Hey, In my output I have an obvious issue with autocorrelation. Durbin-Waston has a value of 1.1 and a Q-Statistic under Residual Diagnostics shows me pretty much that I have autocorrellation. So I add an AR (1) term. Now durbin watson goes up to 1.6, the Q-Statistic overall seems to be fine too now...
- Fri Dec 11, 2015 6:05 am
- Forum: Econometric Discussions
- Topic: What to do in the eyes of multicollinearity
- Replies: 3
- Views: 3884
What to do in the eyes of multicollinearity
GDP_PER_CAPITA EDUC_PER LAW LIFE_EXPEC REL_PER URB_PER GDP_PER_CAPITA 1.000000 0.895168 0.956279 0.952616 -0.973835 0.807385 EDUC_PER 0.895168 1.000000 0.975186 0.977476 -0.948947 0.824475 LAW 0.956279 0.975186 1.000000 0.997357 -0.991417 0.853135 LIFE_EXPEC 0.952616 0.977476 0.997357 1.000000 -0.98...
- Fri Dec 11, 2015 5:38 am
- Forum: Econometric Discussions
- Topic: Testin for insignificant variables
- Replies: 2
- Views: 3390
Re: Testin for insignificant variables
Thank you, I confused H0 and HA
- Fri Dec 11, 2015 2:45 am
- Forum: Econometric Discussions
- Topic: Testin for insignificant variables
- Replies: 2
- Views: 3390
Testin for insignificant variables
hello I have the following outputs http://i.imgur.com/9XaeGX0.png I have a problem: My first result is on the left. To test the three insigfnificant variables I should use a redundant variable test right? It tells me though to remove all 3! But I know from just reducing the model by hand, that life ...
- Thu Dec 10, 2015 2:35 pm
- Forum: General Information and Tips and Tricks
- Topic: starting date in the middle of a time series
- Replies: 4
- Views: 5499
Re: starting date in the middle of a time series
whoops, this is what you get whenn you always minimize the command window. thank you very much!
- Thu Dec 10, 2015 9:58 am
- Forum: General Information and Tips and Tricks
- Topic: starting date in the middle of a time series
- Replies: 4
- Views: 5499
Re: starting date in the middle of a time series
EViews Gareth wrote:If you want the pre-1988 years to be NA, then yes, enter them as NA.
To create such a series you can use:Code: Select all
series yrssince88 = @recode(@year>1987, @year-1988, na)
wait, never coded in Eviews. I go to object create a new object and call it time, where do I enter that code than?
- Thu Dec 10, 2015 7:57 am
- Forum: General Information and Tips and Tricks
- Topic: starting date in the middle of a time series
- Replies: 4
- Views: 5499
starting date in the middle of a time series
Hey! I have a time series going from 1980-2013. One of the variables should have a starting point in 1988. Its basically a law change. So the variable should be "X years since Law Y was passed" How would I put that into eviews? Just leave he 1980-87 years as NA, and than the rest just begi...
- Thu Dec 10, 2015 7:55 am
- Forum: Econometric Discussions
- Topic: Question about AR Processes
- Replies: 4
- Views: 5130
Re: Question about AR Processes
is this a new feature in eviews 9? can remember seeing it in eviews 8
- Thu Dec 10, 2015 3:25 am
- Forum: Econometric Discussions
- Topic: Question about AR Processes
- Replies: 4
- Views: 5130
Question about AR Processes
So I want to check if my equation has autocorrelation. So I type in AR(1) into the equation. But it also gives me a SIQMASQ variable out. Why does it do this? I remember in the past it didn't do this also the method is changed to a Method: ARMA Maximum Likelihood (OPG - BHHH) Can't I just use my OLS...
- Thu Dec 10, 2015 2:28 am
- Forum: Econometric Discussions
- Topic: Simple output of mine and what to do with it
- Replies: 0
- Views: 2256
Simple output of mine and what to do with it
Hey I did a very simple output and got this http://i.imgur.com/eTy8c35.png I have a few questions: 1: the values, educ religion and urban are values between 0 and 1, life expec between 70-80ish and the GDP between 10k and 50k. Divorce rate is between 1-3 Do I need to change my variables around a bit...
- Wed Dec 09, 2015 3:18 am
- Forum: Installation and Registration
- Topic: Issue with Registration
- Replies: 12
- Views: 20783
Re: Issue with Registration
and once again Eviews crashes and I lose everything. I love it
- Wed Dec 09, 2015 2:47 am
- Forum: Installation and Registration
- Topic: Issue with Registration
- Replies: 12
- Views: 20783