EViews.com

Startz is right, assuming that Alpha, Beta and Gamma are your parameters, the equation is linear in them, and thus you probably did something wrong for your initial specification. Just to be clear, this is the original formula: rP - rf a + b(rM - rf ) + c(rM - rf )^2 + eP where r - P is the portfol...

Startz is right, assuming that Alpha, Beta and Gamma are your parameters, the equation is linear in them, and thus you probably did something wrong for your initial specification. Just to be clear, this is the original formula: rP - rf a + b(rM - rf ) + c(rM - rf )^2 + eP where r - P is the portfol...

Wfopen Treynor.wf1 group regs c mkt_rf mkt_rf^2 group deps Y001 Y002 Y003 Y004 Y005 Y006 Y007 Y008 Y009 Y010 Y011 Y012 Y013 Y014 Y015 Y016 Y017 Y018 Y019 Y020 Y021 Y022 Y023 Y024 Y025 Y026 Y027 Y028 Y029 Y030 Y031 Y032 Y033 Y034 Y035 Y036 Y037 Y038 Y039 Y040 Y041 Y042 Y043 Y044 Y045 Y046 Y047 Y048 ...

Hi. I'm struggeling with my non-linear regression. I have a dataset consisting of 223 funds (y-variables) with monthly data, 240 observations in total. I like to use the following formula: (rp-rf) = Alpha(p) + beta(p)*(rm-rf) + gamma(p)*(rm-rf)^2 (Treynor and Mazuy 1966) TheOnlyOne This doesn't app...

I already got a workfile, so how do I tell the program to use that workfile?

Edit: Nevermind, figured it out.

http://forums.eviews.com/viewtopic.php?f=5&t=1638

Thank you!

"failure to improve" doesn't necessarily mean you need to change your starting values. It is possible that the optimum has been reached. The best way to do the regressions in one go is to write a program that loops through them, estimating them one at a time. Ah, ok. And how do I write su...

Hi. I'm struggeling with my non-linear regression. I have a dataset consisting of 223 funds (y-variables) with monthly data, 240 observations in total. I like to use the following formula: (rp-rf) = Alpha(p) + beta(p)*(rm-rf) + gamma(p)*(rm-rf)^2 (Treynor and Mazuy 1966) I've tried for quite some ti...