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The answer is that you can't use @vars or @std. Those divide by n-1. The regression has a constant and X. The SSR needs to be divided by n-2. Do that and I think everything will work.

Sorry. I see what you did now.

I will admit to being puzzled.

A small piece of where I'm puzzled is what we're seeing for exp_var. Isn't that a series 10,000 long?

Something about this is bothering me. Shouldn't the expected variance of the residuals asymptotically approach (from below) the true variance of the generating process (as written in the original author's script) as the sample size increases? The extreme boundary example is n = 2, where the residua...

Actually, one more possibility: You're looking at something wrong. Is your copy of EViews up-to-date?

I ran the code you posted and got a mean of 3.9938.

Hello, I believe you're just observing the consequences of a small sample size. Try increasing the number of points from 10 to, say, 100. Hi Matt, I don't think this is right. Given normal errors and fixed X, E(s^2) is exact in small samples. There is another possibility: It may be that more Monte ...

I believe you're getting numerical problems. Note that the final values of y1 are around 10^60

You might want to post your workfile and exact commands.

I believe EViews is telling you that the equation is not defined. Try putting
in the line before

EViews automatically computes and displays the AIC for you every time you run a regression.

adarshad, It is unlikely that someone is going to write programs for you. If you are going to be doing a lot of this, you probably need to figure out how to do this for yourself. People may be able to help find a specific bug or give you suggestions, but the work is going to mostly have to be your o...

Take a look at http://www.eviews.com/Learning/programming.html

Did you include a next statement in your program file?

You do not seem to have a series X2B

The best thing to do is to copy your entire program into a post. Perhaps post the relevant workfile as well.

Your question is a good one, but the answer takes a lecture or two in econometrics. (Nothing much directly to do with EViews.) You might want to start with reviewing an appropriate textbook.