MIDAS REGRESSION AND R-SQUARED

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alinemouracs
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MIDAS REGRESSION AND R-SQUARED

Postby alinemouracs » Wed Feb 15, 2017 4:50 am

I'm using the MIDAS regression, but when I estimate the regression, the R-square does not appear in the result. Why?

Thanks.
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EViews Gareth
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Re: MIDAS REGRESSION AND R-SQUARED

Postby EViews Gareth » Wed Feb 15, 2017 6:16 am

Hard to say without seeing it.
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alinemouracs
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Re: MIDAS REGRESSION AND R-SQUARED

Postby alinemouracs » Wed Feb 15, 2017 6:56 am

Sorry.

Workfile sent.

Thanks.
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EViews Gareth
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Re: MIDAS REGRESSION AND R-SQUARED

Postby EViews Gareth » Wed Feb 15, 2017 7:07 am

I think we just don't support it in panel workfiles.
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alinemouracs
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Re: MIDAS REGRESSION AND R-SQUARED

Postby alinemouracs » Wed Feb 15, 2017 7:33 am

Ok,

But, please, look the estimation in time series.

Thanks.
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EViews Gareth
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Re: MIDAS REGRESSION AND R-SQUARED

Postby EViews Gareth » Wed Feb 15, 2017 7:41 am

There is no time series information.
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