Search found 2 matches
- 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 ...
- 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...
