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That is very odd indeed. You might want to take a look at your series and be sure it isn't full of NAs.

You might put all the graphs in a spool, and then scroll through the spool.

Hi everyone I am working on my thesis and I am running regression analysis. I am trying to do one tail t-test but I am only getting results for two tail test. Can anyone tell is there any command or function that I can use to do only one tail t-test. I will really appreciate if someone can help me....

A couple of points. (1) Are you sure you want the gap to follow a random walk rather than an AR model? (2) With that adjustment, this would be the Clark model. kappa isn't very well identified in that model. (3) You may want to consider allowing correlation between the errors, as in the Morley, Nels...

Hi guys. I need some help about my homework. I am a newbie and don't know much about using EViews. I need to make some tests with the data which I will send you. It is very simple actually but I can't do it on my own. The thing I am requesting from you is to make an OLS regression. And see if there...

I want to apply OLS with dummy variables. I have taken five days of the week and their daily returns for 5 years. while estimating the equation, i think i am not able to run the command in appropriate way. As i am using financial time series, plz help me out how should i run the command? I simply t...

Ok. So I have a data set containing information on 10.000 firms over items like "assets", "debt", "net income, "dividend"... etc reported from 1994 - 2006 for each firm: Example: Yr Comp Assets Debt NetIncome Div ... 95 1 260 54 150 20 96 1 200 50 60 15 95 2 700 2...

I've been working with eviews for days, and using 3sls. Unfortunately, after I have regressed my simultaneous systems, I got some strange results from eviews Output. I found that My all system's R-square was minus :? ?? geez, Did I missed something here ? I've been also tested stationarity each var...

simultaneous models from literature are: Gr(Y) = a0 + a1(I/Y) + a2(FDI/Y) + a3GrL +a4Gr(X) + t FDI/Y = b0 + b1Gr(Y) + b2 (Y/N) + b3Gr(Pw) + t I/Y = c0 + c1Gr(Y/N) + c2(Y/N) + c3Gr(X) + c4Gr(Kf) + t Gr(X) = d0 + d1Gr(Y) + d2REER + d3(Y/N)+d4Gr(Yf) + t a0, b0, c0, d0 are constant number t is an error...

I plan to use Three stages least squares estimation method for my thesis project, is this method available on Eviews 6 ? As i could not found any three stages least squares command on eviews (sorry i'm newbie :oops: ). My thesis is about simultaneous equations, as i have 4 equations on these simult...

I have imported all of my data into eviews as an balanced panel data. I am using state by state data. So therefore, I have 51 cross-sections with 31 years worth of data. I am attempting to run a basic solow model meaning this is my equation: lny= constant + gt + lnk + lnl and aslo lny/l= constant +...

How to estimate the parameters in Eviews with restrictions on the parameters across the equations. The restrictions are of the form a1/b1=a2/b2 for a system consisting of 2 equations of the form: y=a1*x1+a2*x2+k1 and z=b1*x1+b2*x2+k2 We know what the series y, z, x1, and x2 are. Thanks Use a System...

Which two specifications are you talking about? As Startz pointed out, estimating: Y AR(1) MA(1) and estimating Y Y(-1) MA(1) Are the same thing. Everything else is pretty much different. I'm talking about any arma vs lagged dependent variable model with ma terms (except for this special case). The...

Dear Startz, I am thinking that whether I should apply the Prais-Winsten for calculating the first observation or not. If not, it means that after each iteration of C-O procedure, one observation will be lost. I dont know what should be the way. Could please give me your ideas? My advice is to use ...

cuccu wrote:I am using 'for' loop to solve this problem. Thank you, QMS Gareth.

You may also be able to do

and then use the last element of product.