EViews.com

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...

Bump.

Interested in this as well.

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...

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 ...

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...