Search found 16 matches
- Sun Nov 24, 2013 7:29 pm
- Forum: Econometric Discussions
- Topic: Disturbance term
- Replies: 6
- Views: 5979
Re: Disturbance term
My difficulty is that, our instructor didn't teach us how to use EViews any, but ask us to do the project with EViews. I have prepared the workfile by reference to manual and some help from this forums up to now. I am willing the learn but the deadline of the project don't wait for me familiar with ...
- Sun Nov 24, 2013 6:20 pm
- Forum: Econometric Discussions
- Topic: Disturbance term
- Replies: 6
- Views: 5979
Re: Disturbance term
Dear Startz
Really? Would you please explain to me how to generate the result for Table 2 & 3, I need it urgently.
As I don't know at all how to do it.
Thank you in advance.
Really? Would you please explain to me how to generate the result for Table 2 & 3, I need it urgently.
As I don't know at all how to do it.
Thank you in advance.
- Sat Nov 23, 2013 11:42 pm
- Forum: Econometric Discussions
- Topic: Disturbance term
- Replies: 6
- Views: 5979
Re: Disturbance term
Hello, Startz Thank you for your explanation regarding disturbance term. Would you please advise how should I form the equation as well? I really have no idea why my result is totally difference with that of the literature. It is extremely important for me, as I need to confirm the equation and use ...
- Sat Nov 23, 2013 6:10 am
- Forum: Econometric Discussions
- Topic: Disturbance term
- Replies: 6
- Views: 5979
Disturbance term
Dear All, I am very green with EViews, and hope that you would offer me a helping hand. Now I am practicing how to evaluate Calendar Effect by reproduce some calculation in literature. I found one literature as attached and tried to calculate descriptive statistics for day of the week (Table 1) and ...
- Tue Nov 19, 2013 9:34 pm
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Re: Day of the week effect - Analysis of OLS Regression
Dear Glenn
Thank you, and I will learn more for this topic and seeking for your help again.
Thank you, and I will learn more for this topic and seeking for your help again.
- Tue Nov 19, 2013 7:08 pm
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Re: Day of the week effect - Analysis of OLS Regression
Dear Glenn If I take Monday as variable, would it be: 1. The coefficient of Monday return with total return of the 10 year period (Monday to Friday) OR 2. The coefficient of Monday return with Tuesday to Friday Would you please advise if I need to calculate the above two, how should I form the equat...
- Tue Nov 19, 2013 6:11 pm
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Re: Day of the week effect - Analysis of OLS Regression
Dear Glenn
Thank you for your quick respond.
Since I am not sure which part of missing, I hereby attached the literature for your reference.
Please kindly help to advise.
Thank you so much!
Thank you for your quick respond.
Since I am not sure which part of missing, I hereby attached the literature for your reference.
Please kindly help to advise.
Thank you so much!
- Tue Nov 19, 2013 7:56 am
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Re: Day of the week effect - Analysis of OLS Regression
Dear Gareth and Glenn After I go though the "Dummy variable", I have tried to do the analysis in my wordfile, but I don't know why no matter how I form the equation, still cannot get the result I need, the equation I tried are show below: equation eql.ls r c weekday=1 equation eql.ls weekd...
- Mon Nov 18, 2013 6:19 pm
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Re: Day of the week effect - Analysis of OLS Regression
Dear Gareth
Thank you very much, I think it is what I need, and I will go though the learning material.
Thank you again kindly help and guiding.
Thank you very much, I think it is what I need, and I will go though the learning material.
Thank you again kindly help and guiding.
- Mon Nov 18, 2013 8:23 am
- Forum: Data Manipulation
- Topic: Day of the week effect - Analysis of OLS Regression
- Replies: 10
- Views: 11473
Day of the week effect - Analysis of OLS Regression
Dear all EViews Expert I am a new user of EView and I need to do "Day of the week effect" analysis for BSE Sensex with OLS Regression, 5 dummy variable to be set up for this analysis, but I really don't know how to do by EViews. I learn from other post in this forum, the instruction below ...
- Sun Nov 17, 2013 8:44 am
- Forum: Data Manipulation
- Topic: Monthly return and standard deviation
- Replies: 6
- Views: 7392
Re: Monthly return and standard deviation
Hello, Gareth, thank you for your help
- Fri Nov 08, 2013 8:08 pm
- Forum: Data Manipulation
- Topic: Monthly return and standard deviation
- Replies: 6
- Views: 7392
Re: Monthly return and standard deviation
Dear Gareth Thank you for your quick respond. I am thinking if I can get the monthly return simply by counting the total of the daily return in "drl", I therefore created a group "mrl" which included "month" and 'drl" Would you please advise for calculating the sta...
- Wed Nov 06, 2013 8:26 pm
- Forum: Data Manipulation
- Topic: Monthly return and standard deviation
- Replies: 6
- Views: 7392
Re: Monthly return and standard deviation
the monthly return is:
Log (closing of current/closing of last month)
In other words, only compare the closing of each month, then get the return in % by log.
I really don't know how to take the last obs of each month in calculation.
Please kindly help.
Log (closing of current/closing of last month)
In other words, only compare the closing of each month, then get the return in % by log.
I really don't know how to take the last obs of each month in calculation.
Please kindly help.
- Wed Nov 06, 2013 7:09 pm
- Forum: Data Manipulation
- Topic: Monthly return and standard deviation
- Replies: 6
- Views: 7392
Monthly return and standard deviation
I am a new user of EViews, now doing a project which need to calculate the day of the week & monthly return and standard deviation base on index. Up on now, I have calculated the daily return by: drl=log(y/y(-1)) For the monthly return, I don't know how can I change the equation so that I can ge...
- Tue Nov 05, 2013 8:15 am
- Forum: Data Manipulation
- Topic: How to calculate daily return by Index
- Replies: 2
- Views: 8479
Re: How to calculate daily return by Index
Thanks Trubador
It is exactly what I need, thanks a lot!!
And would you mind to give me some idea how to calculate monthly standard deviation by series "drl"?
Or, it is a must to create another series (or other type) for such calculation?
Ricky
It is exactly what I need, thanks a lot!!
And would you mind to give me some idea how to calculate monthly standard deviation by series "drl"?
Or, it is a must to create another series (or other type) for such calculation?
Ricky
