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The EViews help system describes the alternatives available in EViews quite extensively.

Thank you very much.

Regards

EViews doesn't exactly do Cochrane-Orcutt. By default estimation is by maximum-likelihood. The difference is likely to be very small.

I really appreciate your help. I would be grateful if you recommend a source.

Best Wishes

The Cochrane-Orcutt package is returning the R-squared on the quasi-differenced model. This is a bug. EViews has it right. (Orcutt would not have been pleased.) Hi and sorry to bother you again. I just wonder, with regard to the use of Cochrane-Orcutt procedure and as much as I understand that if t...

[quote="startz"]The Cochrane-Orcutt package is returning the R-squared on the quasi-differenced model. This is a bug. EViews has it right.

(Orcutt would not have been pleased.)[/]

Thanks for your response, it was very helpful.

Best wishes,
Khawla

What command did you use in R? I don't think lm() does Cochrane-Orcutt, does it? (By the way, I'd be willing to wager that the R-squared shown in the R output is from the quasi-differenced variables.) Hi, I used the function cochrane.orcutt (lm function) from the packages("orcutt"). I fir...

I don't see the AR results in your R output. Hi, I appreciate your quick response, thank you. I used the function cochrane.orcutt (lm function) from the packages("orcutt"). This R function directly presents the new results of the Regression analysis using the transformed data (transformed...

Hi, I have applied the command ls y c x ar(1) using Eviews, and I applied the cochrane orcutt function using R package and excel. I got the same results for all the statistics in all these applications, accept the value of R squared, where it is different in Eviews. I have attached the results. Coul...

Thanks for replying.

Hi and thanks a lot for the quick reply. The subject is "Linear Regression Models with Autoregressive Errors". I have applied the command "ls y c x ar(1), and I just want to see the transformed dependent and the independent variables (the columns of the their data resulted automatical...

Hi,

I have tried to extract the variables of a regression analysis that have been processed using the coefficient of an AR(1), where the residuals are autocorrelated, but unfortunately, it did not work. Any help would be appreciated.

Regards,
Khawla