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NA values in OLS regressions

Posted: Tue Aug 07, 2012 10:48 am
by selin1000
Good afternoon!

I have run some AR(1) AR(2) regressions and created residual series. However, most of my residual values are missing (NA). I have run the same regressions many times but I always get NA residuals. I will really appreciate it if you can help me fix this problem.

Thank you very much!

Selin

NA values in OLS regressions

Posted: Tue Aug 07, 2012 11:09 am
by EViews Gareth
Any observation that was not used in the estimation will have an NA value for the residual.

An observation will not be included in the estimation if it was not in the estimation sample, or if a regressor had an NA value.

Re: NA values in OLS regressions

Posted: Tue Aug 07, 2012 11:11 am
by selin1000
Thank you so much! I just forgot to adjust my sample.

Best,

Selin