Search found 16 matches

by rickyyml
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 ...
by rickyyml
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.
by rickyyml
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 ...
by rickyyml
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 ...
by rickyyml
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.
by rickyyml
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...
by rickyyml
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!
by rickyyml
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...
by rickyyml
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.
by rickyyml
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 ...
by rickyyml
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
by rickyyml
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...
by rickyyml
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.
by rickyyml
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...
by rickyyml
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

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