Dear All,
Can anyone help me on this? If not, could you please refer me to where I can find a solution.
Thank you in advance.
Search found 11 matches
- Mon Sep 17, 2012 11:39 am
- Forum: Econometric Discussions
- Topic: Eliminate Autocorrelation with a Method other than Ar(1)
- Replies: 4
- Views: 4343
- Sat Sep 01, 2012 10:52 am
- Forum: Econometric Discussions
- Topic: Eliminate Autocorrelation with a Method other than Ar(1)
- Replies: 4
- Views: 4343
Eliminate Autocorrelation with a Method other than Ar(1)
Hi,
I have used ar(1) to address the issue of autocorrelation. The Durbin-Watson value reached 1.85 which is excellent. However, none of the independent variables become significant. Is there other than ar(1) to eliminate autocorrelation? Please see attached.
Thank you in advance.
I have used ar(1) to address the issue of autocorrelation. The Durbin-Watson value reached 1.85 which is excellent. However, none of the independent variables become significant. Is there other than ar(1) to eliminate autocorrelation? Please see attached.
Thank you in advance.
- Wed Jun 06, 2012 1:48 pm
- Forum: Estimation
- Topic: Robust Regression
- Replies: 7
- Views: 6084
Re: Robust Regression
It worked after I deleted the time dimension.
Thank indeed you for your help.
Thank indeed you for your help.
- Wed Jun 06, 2012 1:41 pm
- Forum: Econometric Discussions
- Topic: Autocorrelation
- Replies: 6
- Views: 4360
Re: Autocorrelation
It worked after I deleted the time dimension.
Thank you indeed for your help.
Thank you indeed for your help.
- Fri May 25, 2012 11:20 am
- Forum: Econometric Discussions
- Topic: Autocorrelation
- Replies: 6
- Views: 4360
Re: Autocorrelation
This is the work file.
Are the results change if I use/not use the 3D panel data?
Thank you in advance.
Are the results change if I use/not use the 3D panel data?
Thank you in advance.
- Fri May 25, 2012 8:02 am
- Forum: Econometric Discussions
- Topic: Autocorrelation
- Replies: 6
- Views: 4360
Re: Autocorrelation
Hi,
I followed the instructions but a message appeared:” Insufficient number of observations”
Attached the snap shots of what I did.
Please help.
Thank you
I followed the instructions but a message appeared:” Insufficient number of observations”
Attached the snap shots of what I did.
Please help.
Thank you
- Wed May 23, 2012 2:02 pm
- Forum: Econometric Discussions
- Topic: Autocorrelation
- Replies: 6
- Views: 4360
Autocorrelation
Hi,
How can I eliminate the autocorrelation to reach Durbin Watson close to 2?
What are the steps to do that?
Thank you in advance.
How can I eliminate the autocorrelation to reach Durbin Watson close to 2?
What are the steps to do that?
Thank you in advance.
- Wed May 23, 2012 1:40 pm
- Forum: Estimation
- Topic: Robust Regression
- Replies: 7
- Views: 6084
Re: Robust Regression
The work file is attached.
In the “Robust Regression” dialog box, I put the equation:
z c dummy s(-1) g(-1) cpi(-1) gdpg(-1) i(-1) cost(-1) loansta(-1) ta(-1)
the this message appeared: "RSV is not defined"
the snapshots are also attached
In the “Robust Regression” dialog box, I put the equation:
z c dummy s(-1) g(-1) cpi(-1) gdpg(-1) i(-1) cost(-1) loansta(-1) ta(-1)
the this message appeared: "RSV is not defined"
the snapshots are also attached
- Wed May 23, 2012 1:25 pm
- Forum: Estimation
- Topic: Robust Regression
- Replies: 7
- Views: 6084
Re: Robust Regression
What do you mean by "thread dedicated to the add-in"?
- Wed May 23, 2012 1:19 pm
- Forum: Estimation
- Topic: Robust Regression
- Replies: 7
- Views: 6084
Re: Robust Regression
Thank you indeed. I downloaded the add-in. However, I have two questions: 1- My data have a first order lag. Should I put the data with lag or without? i.e. for example if the dependent variable is “z” = 10, independent variable is “x” = 5, “x-1” = 6. Should I keep the original data rows as it is “z...
- Fri May 18, 2012 2:35 pm
- Forum: Estimation
- Topic: Robust Regression
- Replies: 7
- Views: 6084
Robust Regression
Hi There are two types of Robust: 1- Robust standard errors address the problem of errors that are not independent and identically distributed. The use of robust standard errors will not change the coefficient estimates provided by OLS, but they will change the standard errors and significance tests...
