Search found 8 matches

by WinstonWithAY
Tue May 05, 2020 4:08 am
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Re: Estimating 3 Models in eViews: What to put in the equation box?

I also needed help with the following questions. For Q5, I concluded that the coefficient of Beta1 was not significant at the 5% level. I'm not sure what it means by "How do you interpret this result?" What is it asking for there and can you help? Also for Q7, i concluded that there was he...
by WinstonWithAY
Mon May 04, 2020 10:29 pm
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Re: Estimating 3 Models in eViews: What to put in the equation box?

And if you reject the null hypothesis, then you conclude that the coefficients are statistically significant at the 5% level right?
by WinstonWithAY
Mon May 04, 2020 5:58 pm
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Re: Estimating 3 Models in eViews: What to put in the equation box?

So I just did a Wald Test and set c(2)=0, c(3)=0 etc. Is that the right thing to do? Then you reject the null hypothesis if the p-value is between 0-5%?
by WinstonWithAY
Sun May 03, 2020 6:28 pm
Forum: Estimation
Topic: Regression Model and statistical significance
Replies: 4
Views: 10545

Re: Regression Model and statistical significance

These are the answers I put for Q1 and Q2 1.As the absolute value of the t-statistic for all the coefficients of the factors is greater than the critical value of 1.960, we reject the null hypothesis are not significantly different than zero at the 5% significance level. We conclude that the estimat...
by WinstonWithAY
Sun May 03, 2020 6:27 pm
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Re: Estimating 3 Models in eViews: What to put in the equation box?

So would you just do an F-test? What would you put in the equation box for that?
by WinstonWithAY
Sun May 03, 2020 1:34 am
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Re: Estimating 3 Models in eViews: What to put in the equation box?

I think I already figured it out: Model 1: spread c ar(1) ma (1) Model 2: spread c ar(1) ar(2) Model 3: spread c ar(1) ar(2) ar(3) I figured out that the best model according to both criteria is the ARMA(1,1) model or Model 1. I'm not sure what it means by "comment on the significance of the co...
by WinstonWithAY
Fri May 01, 2020 9:05 pm
Forum: Estimation
Topic: Regression Model and statistical significance
Replies: 4
Views: 10545

Regression Model and statistical significance

Hi
I need help with the two questions attached. What do I need to look at to test the significance of coefficients at the 5% level. Also, in regards to the second question, could anyone help me out? I've attached my eViews output for the regression as well.
Any help is much appreciated
Regards
Winston
by WinstonWithAY
Fri May 01, 2020 8:56 pm
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 10210

Estimating 3 Models in eViews: What to put in the equation box?

Hi
I have attached a question and need help. Could someone tell me what I'm supposed to type into the equation box for these three models I need to estimate. I'm not sure what I'm supposed to do here. Ive also attached the variables I have in my workfile.
Any help is appreciated
Regards
Winston

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