Hi,
I have tried to extract the variables of a regression analysis that have been processed using the coefficient of an AR(1), where the residuals are autocorrelated, but unfortunately, it did not work. Any help would be appreciated.
Regards,
Khawla
Extracting adjusted variables
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Extracting adjusted variables
Hi and thanks a lot for the quick reply.
The subject is "Linear Regression Models with Autoregressive Errors". I have applied the command "ls y c x ar(1), and I just want to see the transformed dependent and the independent variables (the columns of the their data resulted automatically by Eviews).
I mean, I need to have the series, for example, xt*= xt - rho xt-1, but that obtained after a number of iterations.
Best wishes,
Khawla
The subject is "Linear Regression Models with Autoregressive Errors". I have applied the command "ls y c x ar(1), and I just want to see the transformed dependent and the independent variables (the columns of the their data resulted automatically by Eviews).
I mean, I need to have the series, for example, xt*= xt - rho xt-1, but that obtained after a number of iterations.
Best wishes,
Khawla
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Extracting adjusted variables
EViews does not calculate such things.
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Re: Extracting adjusted variables
Thanks for replying.
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