I am using EViews-5
How to apply GLS to estimate the below functional form:
Y= c(1).e^(c(2)t), t=time 150 month, Y = prices
provided that the output shows that the data suffer form serial correlation, DW= 0.0315 , other indicators are significant.
I need your help in :
1- how to apply GLS to reduce if not eradicate serial correlation (in steps) , without changing functional form,
2- what command can I use to apply Cochrane-Orcutt method ?
For questions of any nature based on EViews 5 or earlier versions of EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 3 guests