Search found 3 matches
- Sun Dec 06, 2015 11:11 pm
- Forum: Econometric Discussions
- Topic: Interpreting F Stats
- Replies: 0
- Views: 2504
Interpreting F Stats
How do you interpret the two F Stats - Prob(F stat) & Prob(Wald F stat)? Prob(F stat) = 0.297 Prob(wald F Stat) = 0.00711 These may look weird, but it's alright. I'm just doing the basics, the process really. Most of my data is insignificant. I just want to know how interpret these. Any help is ...
- Sat Dec 05, 2015 6:09 pm
- Forum: Programming
- Topic: Making Time Series Data Stationary
- Replies: 4
- Views: 10875
Re: Making Time Series Data Stationary
1. I think you are right for the difference command. 3. You should be very careful for the difference of data. First test structural break Second it depends on your research project. For example, you do VAR then you don't need difference data. It may wipe out long term relationship between data ser...
- Sat Dec 05, 2015 5:12 pm
- Forum: Programming
- Topic: Making Time Series Data Stationary
- Replies: 4
- Views: 10875
Making Time Series Data Stationary
Very new to all of this, and I can't say I'm feeling comfortable. I have a couple questions, which I'm sure some of you know the answer to. So my data series' are non-stationary. I did the dickey-fuller test and a couple of the variables are stationary at first difference, and a couple others are on...
