Search found 30 matches
- Sat May 26, 2012 11:49 am
- Forum: Data Manipulation
- Topic: Taking the lags of independent variables
- Replies: 2
- Views: 3934
Re: Taking the lags of independent variables
ok thanks.
- Sat May 26, 2012 9:05 am
- Forum: Data Manipulation
- Topic: Taking the lags of independent variables
- Replies: 2
- Views: 3934
Taking the lags of independent variables
Hello, If I write, in the window of equation specification in Eviews, Rate(-3) which is my regressor, does it mean that it takes the sum of lags of rate variable until the third lag , please ? Or do I need to write rate rate(-1) rate(-2) rate(-3) to consider the sum of lagged regressor ? Thanks in a...
- Fri May 25, 2012 8:57 am
- Forum: Econometric Discussions
- Topic: Choosing the length of lag for independent variables
- Replies: 0
- Views: 2340
Choosing the length of lag for independent variables
Hello,
I would like to know how to choose the number of lags of independent variables in a regression. Does anyone know the best method to do that, please ?
Thanks in advance.
I would like to know how to choose the number of lags of independent variables in a regression. Does anyone know the best method to do that, please ?
Thanks in advance.
- Tue May 08, 2012 12:29 pm
- Forum: Estimation
- Topic: Correlogram of Cross-correlations
- Replies: 5
- Views: 8636
Re: Correlogram of Cross-correlations
Ok, thanks a lot.
- Tue May 08, 2012 10:53 am
- Forum: Data Manipulation
- Topic: Creating Dummies
- Replies: 4
- Views: 9067
Re: Creating Dummies
I am new to Eviews and I've never worked on panel data. Sorry I can't help you on this point.
- Tue May 08, 2012 10:37 am
- Forum: Econometric Discussions
- Topic: Error distributed GED
- Replies: 2
- Views: 4480
Re: Error distributed GED
Ok thanks a lot.
- Tue May 08, 2012 10:32 am
- Forum: Estimation
- Topic: Correlogram of Cross-correlations
- Replies: 5
- Views: 8636
Correlogram of Cross-correlations
Hello,
How can I make the correlogram of cross-correlation between the squared residuals and lagged residuals in Eviews 7 student version, please ?
Thanks in advance.
How can I make the correlogram of cross-correlation between the squared residuals and lagged residuals in Eviews 7 student version, please ?
Thanks in advance.
- Sat May 05, 2012 3:29 pm
- Forum: Econometric Discussions
- Topic: Interpreting the results from white's test
- Replies: 0
- Views: 3400
Interpreting the results from white's test
Hello,
According to the below table, could anyone tell me if there is heteroscedasticity or not and why, please ?
Heteroskedasticity Test: ARCH
F-statistic 0.009315 Prob. F(1,473) 0.9232
Obs*R-squared 0.009354 Prob. Chi-Square(1) 0.9230
Thanks in advance.
According to the below table, could anyone tell me if there is heteroscedasticity or not and why, please ?
Heteroskedasticity Test: ARCH
F-statistic 0.009315 Prob. F(1,473) 0.9232
Obs*R-squared 0.009354 Prob. Chi-Square(1) 0.9230
Thanks in advance.
- Sat May 05, 2012 11:31 am
- Forum: Econometric Discussions
- Topic: Error distributed GED
- Replies: 2
- Views: 4480
Error distributed GED
Hello, I don't know how to interpret the following results to know whether the error terms are GED distributed: Variable Coefficient Std. Error z-Statistic Prob. GED PARAMETER 0.181537 0.017804 10.19647 0.0000 Does it mean that error terms are GED distributed (clearly the null hypothesis is rejected...
- Thu May 03, 2012 3:19 am
- Forum: Data Manipulation
- Topic: Creating Dummies
- Replies: 4
- Views: 9067
Re: Creating Dummies
Cool. Thanks for the link.
- Thu May 03, 2012 1:01 am
- Forum: Data Manipulation
- Topic: Creating Dummies
- Replies: 4
- Views: 9067
Creating Dummies
Hello,
I am working on a daily (7 weekdays) database. I would like to create a dummy variable taken the value of one from September to earlier October. How can I do that in Eviews 7 sv, please ?
Note: I can't use loop program in the Student version.
Thanks in advance
I am working on a daily (7 weekdays) database. I would like to create a dummy variable taken the value of one from September to earlier October. How can I do that in Eviews 7 sv, please ?
Note: I can't use loop program in the Student version.
Thanks in advance
- Tue May 01, 2012 4:44 am
- Forum: Data Manipulation
- Topic: Creating Dummies for calendar effects (4)
- Replies: 1
- Views: 3309
Creating Dummies for calendar effects (4)
Hello,
I'm working on a daily trading database. I have a dummy named PH taking the value 1 for the vacation days. I'd like to create another dummy taking the value 1 on the first day of trading after the vacations. How can I do that in Eviews 7 student version, please ?
Thanks in advance.
I'm working on a daily trading database. I have a dummy named PH taking the value 1 for the vacation days. I'd like to create another dummy taking the value 1 on the first day of trading after the vacations. How can I do that in Eviews 7 student version, please ?
Thanks in advance.
- Mon Apr 30, 2012 8:52 am
- Forum: Data Manipulation
- Topic: Deleting NAs without changing the other values
- Replies: 2
- Views: 4507
Re: Deleting NAs without changing the other values
It works thanks a lot.
- Mon Apr 30, 2012 3:22 am
- Forum: Data Manipulation
- Topic: Deleting NAs without changing the other values
- Replies: 2
- Views: 4507
Deleting NAs without changing the other values
Hello, I'd like to delete the NA values but without changing the other values in my series ( I noted that when I deleted the Na values by using: Proc -> Resample -> Exclude NAs from draw, all the other values of my series were modified). How can I do that in Eviews 7 sv, please ? Thanks in advance.
- Sat Apr 28, 2012 2:01 pm
- Forum: Data Manipulation
- Topic: Graph of the standard deviation against time
- Replies: 2
- Views: 4883
Re: Graph of the standard deviation against time
Sorry for that. I have just understood my error.
