variance nonstationary

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des_poi_na1988
Posts: 2
Joined: Wed Aug 31, 2011 4:48 pm

variance nonstationary

Postby des_poi_na1988 » Thu Sep 01, 2011 11:17 am

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!!!
line graph.doc
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isaiah
Posts: 14
Joined: Wed Sep 07, 2011 1:06 pm

Re: variance nonstationary

Postby isaiah » Sun Sep 11, 2011 10:17 pm

I don't think your series look stationary

dimitris
Posts: 14
Joined: Fri Sep 09, 2011 6:14 pm

Re: variance nonstationary

Postby dimitris » Mon Sep 12, 2011 8:23 am

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

dimitris
Posts: 14
Joined: Fri Sep 09, 2011 6:14 pm

Re: variance nonstationary

Postby dimitris » Mon Sep 12, 2011 9:14 am

coorect : it seems stationary

isaiah
Posts: 14
Joined: Wed Sep 07, 2011 1:06 pm

R squared

Postby isaiah » Mon Oct 24, 2011 10:16 pm

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

startz
Non-normality and collinearity are NOT problems!
Posts: 3531
Joined: Wed Sep 17, 2008 2:25 pm

Re: variance nonstationary

Postby startz » Tue Oct 25, 2011 6:36 am

Check to see if your sample size changed.


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