Hi,all.I write a program,but the result seems to be unreasonable,plz help me correct it, thank you!
Here is the syntax:
!N=10000
workfile dfvalue u 1 !N
series lm
equation eq01
for !i=1 to !N
smpl 1 100
series u=@nrnd
series y
y(1)=0
smpl 2 100
y=y(-1)+u
eq01.ls d(y) y(-1)
smpl @all
lm(!i)=100*eq01.@r2
next
show lm.hist
matrix(2,8) cvalue
cvalue.fill(b=r)0.01,0.025, 0.05, 0.1, 0.9,0.95,0.975,0.99
!k=1
for %1 0.01 0.025 0.05 0.1 0.9 0.95 0.975 0.99
cvalue(2,!k)=@quantile(lm,%1)
!k=!k+1
next
show cvalue
why the value is negative
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: why the value is negative
It would be useful if you were able to describe what it is the program does, and why you think the result is unreasonable.
Follow us on Twitter @IHSEViews
Re: why the value is negative
this is a Lm test,and"lm(!i)=100*eq01.@r2" indicates that the cvalue are not negative,but the results do not.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: why the value is negative
From that line it would appear that you are simply saving the R-Squareds from your equation.
Since there is no constant in your equation, there is nothing that says the R-Squared must be positive.
Since there is no constant in your equation, there is nothing that says the R-Squared must be positive.
Follow us on Twitter @IHSEViews
Re: why the value is negative
Exactly,you are right.
how can i obtian a positive Lm statistic value,do you have any idea,pls do me a favor.
how can i obtian a positive Lm statistic value,do you have any idea,pls do me a favor.
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: why the value is negative
That's way to broad of a question for an answer.
That's a bit like asking "how can I make my coefficients significant?".
That's a bit like asking "how can I make my coefficients significant?".
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 39 guests