## Search found 5 matches

Mon Nov 18, 2013 3:27 pm
Forum: Econometric Discussions
Topic: Refining my model and Serial Correlation
Replies: 0
Views: 914

### Refining my model and Serial Correlation

I'm modeling national GDP, and I have maybe 2 dozen different X variables. As I refine the model (add appropriate lags to variables, etc...) my R-squared, regression errors, and Akaike and Schwarz all get better.... but my serial correlation seems to always get worse, according to my DW. My DW hangs...
Mon Nov 18, 2013 2:55 pm
Forum: Econometric Discussions
Topic: Laspeyres, Paasche and Fisher indices
Replies: 1
Views: 1398

### Re: Laspeyres, Paasche and Fisher indices

Bump.

Interested in this as well.
Mon Sep 16, 2013 9:45 pm
Forum: Econometric Discussions
Topic: Scaling and Trending Variables
Replies: 0
Views: 954

### Scaling and Trending Variables

Let's suppose our Y variable is GDP for some country. Let's say our sample is from 1950 to 2000. We have X variables like interest rate (X1), unemployment (X2), and disposable income (X3). If we put these into a standard OLS regression we will get some coefficients for interest rate, unemployment an...
Sun Jun 30, 2013 6:17 pm
Forum: General Information and Tips and Tricks
Topic: Anti-logs
Replies: 3
Views: 4759

### Re: Anti-logs

Yes, it has to do with the @exp function. Let me be more specific. I used the following command, ls carsreal c persdispinc/cpi cpiautos/cpi intrate unemprate , to get the output below: linear.png [img] Note the following from the output above: Adjusted R-squared 0.930680 S.E. of regression 2041.876 ...
Sat Jun 29, 2013 8:03 pm
Forum: General Information and Tips and Tricks
Topic: Anti-logs
Replies: 3
Views: 4759

### Anti-logs

I want to anti-log an equation (it is in a double-log specification) so that I can compare it with its linear specification equivalent equation (I want to compare goodness of fit for alternative specifications of dependent variable). Is there a simple way of doing this? I tried using an example that...