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by master85
Mon Sep 13, 2010 7:26 am
Forum: Estimation
Topic: Autocorrelation process
Replies: 1
Views: 2274

Autocorrelation process

Hello together, does anybody know about the following problem within an ols-regression: if I put ar-processes as independent variable (ar(1), ar(2)....), the number of included observations declines. eg. before including ar-processes, I have 500,000 observations, after the introduction, I only have ...
by master85
Tue Aug 24, 2010 6:13 am
Forum: General Information and Tips and Tricks
Topic: Value of f-statistic and AR process
Replies: 0
Views: 2819

Value of f-statistic and AR process

hi all, ok I am a starter in everything which has to do with eviews but i currently write my master thesis and need the program due to regression analyses (I use the field: estimate equation) question1: to reduce the negative influence of the autocorrelation I put as much ar processes in my equation...

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