Search found 5 matches

by viviancwj
Fri Nov 27, 2015 2:06 pm
Forum: Estimation
Topic: F stat in dynamic model
Replies: 10
Views: 6572

Re: F stat in dynamic model

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.
by viviancwj
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.
by viviancwj
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.
by viviancwj
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.
by viviancwj
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...

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