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GLS

Posted: Wed Feb 22, 2012 4:28 pm
by Husamuddine
Dear Eviews,

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 ?