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I estimate following OLS. 1= a*MAI+b*FSI+c*KFI where a,b,c are coefficients and MAI, FSI and KFI are regressors. Theory tell MAI, KFI and FSI should have linear relationship as shown in the regression equation. But regression output does not show R^2 and adjusted R^2. This is because regressand is c...

Thank you very much. It's great. I think that the function of aggregation should be somewhat extended in user-friendly ways.

I estimated sytem consisting of two equations and obtained below output. In this regards, my questions are (1) What are general diagnostic tests (for GMM estimation) provided by Eviews? I am using Eviews 7.1. (2) J statistics is very low, almost 0 as seen in the output. This means that this model is...

cry: I obtain following results by estimating system consisting of two equations. In this regards, I like to conduct some diagnostic test but Evews appears to provides only System Residual Portmanteau Tests for Autocorrelations. My quesions are (1) Does estimation output provides implications on whe...

Following examples are my daily interest rates from 2000-01-02 to 2010-01-31. I like to obtain correlation coefficient between two variable within each month. How should I do? Do I have to make program? Thanks in advance. ---------------------------------- data(yyyy-mm-dd) us interest rate uk intere...

Hi I estimate the effect of government intervention on the volatility and level of exchange rates. And I've got results below: My question is: (1) Is it Ok to have the negative R-squared (-1.236584)? To my understanding, negative R-squared is not unusual in GARCH-type estimation. Is there anything t...

Hi, I am going to program (what is called) the “friction model” in economics and statistics. This model can be used for analysing the government intervention. It looks like tobit but different. I can not deal with this model by using eveiws menu-based command. This model assume that government inter...

Hi, I am going to program (what we call) the “friction model” in economics and statistics. This model can be used for analysing the government intervention. It looks like tobit but different. I can not deal with this model by using eveiws menu-based command. This model assume that government interve...