Search found 4 matches
- Sun Aug 29, 2010 2:23 am
- Forum: Estimation
- Topic: Observations and AR model
- Replies: 3
- Views: 3307
Re: Observations and AR model
I have solved the problem by generating new series for my dependent variables, setting them equal to NA if one of the other dependent variables is NA as well.
- Sun Aug 29, 2010 2:08 am
- Forum: Estimation
- Topic: Observations and AR model
- Replies: 3
- Views: 3307
Re: Observations and AR model
Hi startz, Thanks for your help. That's what I thought as well, therefore I added the following selection criteria to my sample criteria when estimating to ensure that only complete observations are used: sample: 1998 - 2009 if var1 <> na and var2 <> na ... etc But it seems that this method doesn't ...
- Sat Aug 28, 2010 11:51 am
- Forum: Estimation
- Topic: Observations and AR model
- Replies: 3
- Views: 3307
Observations and AR model
Hi, I have a sample of firm data for which I want to run multiple regressions. I use the same independent variables in every regression, but different dependent variables. Only complete observations (for which all variables are available) are included in the analysis. When estimating I include an AR...
- Wed Aug 25, 2010 4:22 am
- Forum: Data Manipulation
- Topic: Descriptive statistics when using AR(1) model
- Replies: 1
- Views: 3775
Descriptive statistics when using AR(1) model
Hi I use the following model: dep c var1 var2 var3...... AR(1) When running this regression for my complete sample (1998 2009) I see that Eviews has automatically adjusted the sample to 1999 2009. To compute the descriptive statistics I first select all my variables (dep, var1, var2, var3, etc) and ...
