variance nonstationary
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variance nonstationary
hellow!! my topic is: analysis of the production of Japanese cars in the period: 1949-1988. I can not understand if my time serie is nonstationary in the variance from the line graph! i must take the logarithmic transformation of the series? i would appreciate if you help me. thanks!!!
Re: variance nonstationary
I don't think your series look stationary
Re: variance nonstationary
u should the adf test or PP to have more accurate results/ also u can see the stationarity from the correlogram . not only the graph. but by the graph it seems stationary
Re: variance nonstationary
coorect : it seems stationary
R squared
Dear All,
I am just estimating regression equation using pooled OLS, I have 13 variables and 180 observation. I have added one variable at a time and when I had added 10 variables, my R squared was 0.77 and when I tried to add the elevent, my R dropped to 0.63 . I tested the autocorrelation and heteroscadasicity and seems to be no problem. Why is R squared dropping? Shall I drop the variables from my model?
Thanks
Isaiah
I am just estimating regression equation using pooled OLS, I have 13 variables and 180 observation. I have added one variable at a time and when I had added 10 variables, my R squared was 0.77 and when I tried to add the elevent, my R dropped to 0.63 . I tested the autocorrelation and heteroscadasicity and seems to be no problem. Why is R squared dropping? Shall I drop the variables from my model?
Thanks
Isaiah
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- Non-normality and collinearity are NOT problems!
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- Joined: Wed Sep 17, 2008 2:25 pm
Re: variance nonstationary
Check to see if your sample size changed.
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