Page **1** of **1**

### variance nonstationary

Posted: **Thu Sep 01, 2011 11:17 am**

by **des_poi_na1988**

hellow!! my topic is: analysis of the production of Japanese cars in the period: 1949-1988. I can not understand if my time serie is nonstationary in the variance from the line graph!

i must take the logarithmic transformation of the series? i would appreciate if you help me.

thanks!!!

### Re: variance nonstationary

Posted: **Sun Sep 11, 2011 10:17 pm**

by **isaiah**

I don't think your series look stationary

### Re: variance nonstationary

Posted: **Mon Sep 12, 2011 8:23 am**

by **dimitris**

u should the adf test or PP to have more accurate results/ also u can see the stationarity from the correlogram . not only the graph. but by the graph it seems stationary

### Re: variance nonstationary

Posted: **Mon Sep 12, 2011 9:14 am**

by **dimitris**

coorect : it seems stationary

### R squared

Posted: **Mon Oct 24, 2011 10:16 pm**

by **isaiah**

Dear All,

I am just estimating regression equation using pooled OLS, I have 13 variables and 180 observation. I have added one variable at a time and when I had added 10 variables, my R squared was 0.77 and when I tried to add the elevent, my R dropped to 0.63 . I tested the autocorrelation and heteroscadasicity and seems to be no problem. Why is R squared dropping? Shall I drop the variables from my model?

Thanks

Isaiah

### Re: variance nonstationary

Posted: **Tue Oct 25, 2011 6:36 am**

by **startz**

Check to see if your sample size changed.