EViews.com

Hi, I am estimating a seemingly unrelated regression consisting of 25 or so equations as below Y = C(1) + C(2)*X1 + C(3)*X2 Z = C(4) + C(5)*K1 + C(6)*K2..... ETC, I am wondering what is the best way to check for unit root using EViews. Is it best to test each viable in the system separately or can a...

Hi, I am using Eviews 6 SV user. I was just wondering is it possible to carry out the above test on this version. I have estimated the SupF test by using Quandt-Andrews unknown breakpoint test but was wondering if a multiple breaks version of Bai & Perron can be estimated? Any feedback would be ...

Hi, I am testing variables for stationary using the Augmented Dickey Fuller test. I am confused however as I get different results depending on whether I use AIK or SIC. I was just wondering what the differences is. With the same data one tells me I have a unit root and the other does not. Any feedb...

Hi, I am running an OLS regression which contains as a lag od the dependent variable as one of the explanatory variables. My diagnostic tests (LM test ect) indicate serial correlation. I was just wondering what would be the best way to eliminate this in Eviews. I have tried first differencing all th...

Hi, I am running a simple Phillips curve model with 3 explanatory variables. As one of these variables is the lag of the dependent variable (inflation, and inflation-1), I have encountered the problem of autocorrelation. I was just wondering if this problem can be solved by first differencing all va...

Hi, I am running a simple Phillips curve model with 3 explanatory variables. As one of these variables is the lag of the dependent variable (inflation, and inflation-1), I have encountered the problem of autocorrelation. I was just wondering if this problem can be solved by first differencing all va...

Hi,

I was just wondering if it’s possible to use the interpolation techniques on Eviews (quadratic match sum etc.) for converting annual output gap data to quarterly output gap data without greatly affecting any results in an LS regression model.

Any advice would be great.
Thanks,
Shane

I have a series of CPI YOY% data which needs to be in logarithmic form. The problem is a small handful (maybe 6 or 7 out of the total 60) are negative values which obviously cannot be logged. I was wondering how this could be overcome or remedied on Eviews. Any feedback would be great. Thanks, Shane

Hi, I have been running a ls regression on quarterly inflation data from 1980 to 2009. So far my results look pretty good apart from 3 fairly large outliers. A colleague has suggested that these 3 are the results of one off events such as earthquakes, government announcements etc. and can be capture...

Hi, I am trying to convert two sets of data from annual to quarterly data. The problem is one set of data is in the form of an index (GDP Deflator) and the other is ordinary level data (e.g. Oil price, money supply etc). I was just wondering what two separate data manipulation techniques would be be...

Thats great, thanks so much for the help!

I am running a simple LS regression in which I need to use different lags of the dependent variable. From speaking to a supervisor, I ve been told the best way to do so is by perfroming a simple 6 period moving average of this variable lagged one period. I was just wondering if anyone has any idea h...