I am using Eviews Enterprise Version 9. And my sample is quite short: quarterly data from 2004 to 2015.
By looking at your example, I think I know why I don't have F-stat: I don't have constant in my regression.
Thank you for your help.
Search found 5 matches
- Fri Nov 27, 2015 2:06 pm
- Forum: Estimation
- Topic: F stat in dynamic model
- Replies: 10
- Views: 6572
- Fri Nov 27, 2015 10:21 am
- Forum: Estimation
- Topic: F stat in dynamic model
- Replies: 10
- Views: 6572
Re: F stat in dynamic model
Thanks for your reply, Gareth.
When I use dlog(Y) as left hand side variable, or use lagged dependent variable as right hand side variable, F stat is not reported in the regression output. I am using simple OLS estimation.
When I use dlog(Y) as left hand side variable, or use lagged dependent variable as right hand side variable, F stat is not reported in the regression output. I am using simple OLS estimation.
- Fri Nov 27, 2015 8:21 am
- Forum: Estimation
- Topic: F stat in dynamic model
- Replies: 10
- Views: 6572
F stat in dynamic model
I noticed that Eviews does not report F-stat in dynamic model estimation results. Could anyone tell me why?
Thank you.
Thank you.
- Fri Mar 27, 2015 6:29 am
- Forum: Econometric Discussions
- Topic: Lag/lead correlations in Cross Correlogram
- Replies: 4
- Views: 6942
Re: Lag/lead correlations in Cross Correlogram
Thank you, Glenn. Could you please point me to the documentation of the ordinary correlogram you mentioned in your post? Thanks.
- Thu Mar 26, 2015 3:44 pm
- Forum: Econometric Discussions
- Topic: Lag/lead correlations in Cross Correlogram
- Replies: 4
- Views: 6942
Lag/lead correlations in Cross Correlogram
I am using Cross Correlogram with a lag of 10 to identify the highest correlation between two variables. My understanding is that the figures in the tables are the correlation between the two variables (with lag/lead as indicated by i). However, I noticed that other than i=0, the correlations of lag...
