Search found 4 matches

by pepareja
Wed Jul 27, 2011 8:15 am
Forum: Data Manipulation
Topic: Lagged residuals
Replies: 7
Views: 12696

Re: Lagged residuals

I don't really know how to connect the dots in the plot. I usually do it with the scatter graph 'fit regression line' however on this one there is no such option...
Do you think there is autocorrelation then as I cannot really see it.
Thank you so much for your time and patience. :)
by pepareja
Wed Jul 27, 2011 7:43 am
Forum: Data Manipulation
Topic: Lagged residuals
Replies: 7
Views: 12696

Re: Lagged residuals

Thank you very much, I think I managed now. I still have a query though as you can see in my attachment. There is an obvious autocorrelation when residuals are lagged against each other however when OLS resid is plotted against time - I don't see any correlation at all. I think I am doing something ...
by pepareja
Tue Jul 26, 2011 7:20 am
Forum: Data Manipulation
Topic: Lagged residuals
Replies: 7
Views: 12696

Re: Lagged residuals

Hi, thank you for reply. Yes that's what I thought but I am getting a syntax error message. I am new to EViews so could you maybe guide me step by step? I uploaded the data, estimated OLS equation and thus have series resid created. I believe I need to save it first (not sure how) and lets say I nam...
by pepareja
Sun Jul 24, 2011 3:50 am
Forum: Data Manipulation
Topic: Lagged residuals
Replies: 7
Views: 12696

Lagged residuals

EViews 6
Hello,
I would like to obtain a scatter plot of current OLS residuals against residuals lagged one period. I do have the current residuals saved from OLS regression. How do I create a lagged residual please? Do I need to estimate first the AR(1) model?

Thank you.

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