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by thrillerv
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 ...
by thrillerv
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...
by thrillerv
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...

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