PANEL DATA

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

startz
Non-normality and collinearity are NOT problems!
Posts: 3573
Joined: Wed Sep 17, 2008 2:25 pm

Re: PANEL DATA

Postby startz » Wed Nov 11, 2015 9:15 am

What value would you like y1 to take if h1 is not 1?

COM446
Posts: 12
Joined: Wed Jul 08, 2015 2:10 pm

Re: PANEL DATA

Postby COM446 » Wed Nov 11, 2015 10:44 am

I want to create 3 continuous series: y1 contains only x1 (when h1=1), y2 contains only x1 (when h1=2)...the sample size for each series will be 1/3 of whole sample

startz
Non-normality and collinearity are NOT problems!
Posts: 3573
Joined: Wed Sep 17, 2008 2:25 pm

Re: PANEL DATA

Postby startz » Wed Nov 11, 2015 10:51 am

You can't run a regression, much less ARCH, with missing data. Perhaps you want x1=0 when h1 is 2 or 3?

COM446
Posts: 12
Joined: Wed Jul 08, 2015 2:10 pm

Re: PANEL DATA

Postby COM446 » Wed Nov 11, 2015 11:14 am

Ok, I will generate the new data series outside of eviews. Thanks a lot.

startz
Non-normality and collinearity are NOT problems!
Posts: 3573
Joined: Wed Sep 17, 2008 2:25 pm

Re: PANEL DATA

Postby startz » Wed Nov 11, 2015 11:17 am

This has nothing to do with where you generate the series. If you generate them outside of EViews and bring them in you are going to get the exact same error message if you have missing values.


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