Search found 12 matches
- Thu Dec 24, 2015 10:11 pm
- Forum: Econometric Discussions
- Topic: How to interpret the difference transformation variable???
- Replies: 1
- Views: 2589
How to interpret the difference transformation variable???
Hi All, I have prepared a model and in which I took the dlog transformation of both dependent and independent variable. Now, I am struggling how to interpret the model results? What the beta co-efficient is showing? I searched a lot, but didn't find anything very good. Please help me on my query. I ...
- Sun Dec 20, 2015 7:29 am
- Forum: Econometric Discussions
- Topic: Interpretation of dlog variable model?
- Replies: 1
- Views: 2844
Re: Interpretation of dlog variable model?
Please help me.
I am really struggling with the interpretation of this term.
I am really struggling with the interpretation of this term.
- Sun Dec 20, 2015 12:16 am
- Forum: Econometric Discussions
- Topic: Interpretation of dlog variable model?
- Replies: 1
- Views: 2844
Interpretation of dlog variable model?
Hi All, I have prepared a model and in which I took the dlog transformation of both dependent and independent variable. Now, I am struggling how to interpret the model results? What the beta co-efficient is showing? I searched a lot, but didn't find anything very good. Please help me on my query. I ...
- Wed Dec 16, 2015 11:08 pm
- Forum: Programming
- Topic: How to report P value of a rolling regression in a table
- Replies: 7
- Views: 8063
Re: How to report P value of a rolling regression in a table
Then just do exactly the same thing as was done to store the coefficients, but use eq.@pvals instead of eq.@coefs Thanks a lot... You are a life saver Gareth! Hi Gareth, I am running a Error correction model and to check the robustness of the parameter, I have to run the rolling regression on the s...
- Mon Dec 07, 2015 11:26 pm
- Forum: Programming
- Topic: eq.s options in the rolling regression
- Replies: 3
- Views: 4995
Re: eq.s options in the rolling regression
Not entirely sure I understand the question, but I think what you're asking is how to implement certain options using the LS command. The help page you link to has all the details. Or you can estimate an equation interactively, then click on View->Representations to see the command line form (or us...
- Mon Dec 07, 2015 6:15 am
- Forum: Programming
- Topic: eq.s options in the rolling regression
- Replies: 3
- Views: 4995
eq.s options in the rolling regression
Hi, I have to check the robustness of my estimates with different time period. I am using the below code for the same: if @isobject("comparison") then delete comparison endif 'create vector to store r-squares matrix(6,64) comparison 'create empty equation to be used inside the loop equatio...
- Thu Dec 03, 2015 11:57 pm
- Forum: Programming
- Topic: How to report P value of a rolling regression in a table
- Replies: 7
- Views: 8063
Re: How to report P value of a rolling regression in a table
Then just do exactly the same thing as was done to store the coefficients, but use eq.@pvals instead of eq.@coefs
Thanks a lot... You are a life saver Gareth!
- Thu Dec 03, 2015 11:35 pm
- Forum: Programming
- Topic: How to report P value of a rolling regression in a table
- Replies: 7
- Views: 8063
Re: How to report P value of a rolling regression in a table
Which version of EViews?
It is Eviews 9
- Thu Dec 03, 2015 9:26 pm
- Forum: Programming
- Topic: How to report P value of a rolling regression in a table
- Replies: 7
- Views: 8063
Re: How to report P value of a rolling regression in a table
What have you done so far, and how doesn't it work? Hi, I wrote this code to test the Robustness of the parameters of my equation. My time period is 2000Q1 to 2015Q2 and from the above equation I solved parameters for different time period like 2000Q to 2007Q4 then 2000Q1 to 2008Q1 etc. There is an...
- Thu Dec 03, 2015 8:14 am
- Forum: Programming
- Topic: How to report P value of a rolling regression in a table
- Replies: 7
- Views: 8063
How to report P value of a rolling regression in a table
Hi, I am not able to report P-value of a rolling regression in the table. Could anyone please help where I am doing wrong in the code? I would be very thankful to you. Below is the Code for the reference: if @isobject("comparison") then delete comparison endif 'create vector to store r-squ...
- Mon Nov 30, 2015 7:17 am
- Forum: Programming
- Topic: Program to run the same equation on different observations
- Replies: 2
- Views: 4067
Program to get the AIC, SBC etc in the output table
Thanks for your reply.. I am able to write the code which take different sample and run different model. I have attached the code also for the reference. But now, My problem is that I am not able to get the AIC, SBC, Constant Variance and Normality test in the output table. I tried to use table_abc(...
- Fri Nov 27, 2015 3:33 am
- Forum: Programming
- Topic: Program to run the same equation on different observations
- Replies: 2
- Views: 4067
Program to run the same equation on different observations
Hi, I want to run the same equation on different observation of a data set. The objective of this study to check at which point of time there is change in the model parameters. For example suppose if I have 100 observations. I want to run atleast 50 models on the same dataset and each time the last ...
