Search found 30 matches

by Sissy
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.
by Sissy
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...
by Sissy
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.
by Sissy
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.
by Sissy
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.
by Sissy
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.
by Sissy
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.
by Sissy
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.
by Sissy
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...
by Sissy
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.
by Sissy
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
by Sissy
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.
by Sissy
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.
by Sissy
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.
by Sissy
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.

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