Search found 5 matches
- Wed Nov 18, 2015 6:14 am
- Forum: Estimation
- Topic: Urgent !!! Coefficient Restriction
- Replies: 8
- Views: 7057
Re: Urgent !!! Coefficient Restriction
I tried this following code: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + (1-C(2)-C(3)-C(4)-C(5))*RESID_CNY And the result is: Dependent Variable: DLTWD Method: Least Squares Date: 11/18/15 Time: 13:00 Sample (adjusted): 1/03/1997 11/16/2015 Included observations: 4730 after ad...
- Wed Nov 18, 2015 3:51 am
- Forum: Estimation
- Topic: Urgent !!! Coefficient Restriction
- Replies: 8
- Views: 7057
Re: Urgent !!! Coefficient Restriction
So should it be :
DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP
+ (1-C(2)-C(3)-C(4)-C(5))*RESID_CNY
?
DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP
+ (1-C(2)-C(3)-C(4)-C(5))*RESID_CNY
?
- Tue Nov 17, 2015 6:01 pm
- Forum: Estimation
- Topic: Urgent !!! Coefficient Restriction
- Replies: 8
- Views: 7057
Re: Urgent !!! Coefficient Restriction
Thanks again! I mean the sum of the coefficients = 1 and this shouldn't include constant term C(1). The code you gave is: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + (1-C(1)-C(2)-C(3)-C(4)-C(5))*RESID_CNY I want to have only sum of coefficients ( DLUSD, DLEUR, DLJPY, DLGBP and...
- Tue Nov 17, 2015 5:45 pm
- Forum: Estimation
- Topic: Urgent !!! Coefficient Restriction
- Replies: 8
- Views: 7057
Re: Urgent !!! Coefficient Restriction
Thanks for the answer.
But what is the code to put in estimation command box?
For example, I need to write LS DLTHB C DLUSD DLEUR DLJPY DLGBP RESID_CNY to estimate OLS regression.
But what is the code to put in estimation command box?
For example, I need to write LS DLTHB C DLUSD DLEUR DLJPY DLGBP RESID_CNY to estimate OLS regression.
- Tue Nov 17, 2015 5:23 pm
- Forum: Estimation
- Topic: Urgent !!! Coefficient Restriction
- Replies: 8
- Views: 7057
Urgent !!! Coefficient Restriction
Hi there ! I am currently using EVIEWS 8. I have a multiple regression model estimated by OLS below: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + C(6)*RESID_CNY DL is log difference. I would like to put restriction on coefficients that C(2)+C(3)+C(4)+C(5)+C(6) = 1 What full cod...
