Search found 2 matches

by hbana
Tue Jul 20, 2010 4:21 pm
Forum: Programming
Topic: de-meaned regression
Replies: 4
Views: 6190

de-meaned regression

I'm new to Eviews programming which seems so difficult!! Could someone please indicate how to conduct a regression of de-meaned lagged values? As far as I can understand the equation should be something like this: ls(n) y-@mean(y)=c(1)+c(2)*x-@mean(x)(-1) my dependent variable needs to be = y minus ...
by hbana
Wed Jun 30, 2010 6:03 pm
Forum: Programming
Topic: Rolling regression with de-meaned variables
Replies: 1
Views: 3638

Rolling regression with de-meaned variables

I understand how to do the basic rolling regression program using the FOR loop. Could someone please indicate how to conduct a regression of de-meaned values using a rolling window? I need to subtract the mean from both the dependent and independent variables. In this case the mean is the sample mea...

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