The Cochrane-Orcutt package is returning the R-squared on the quasi-differenced model. This is a bug. EViews has it right.
(Orcutt would not have been pleased.)
Search found 3775 matches
- Sun Jan 22, 2023 12:26 pm
- Forum: Estimation
- Topic: Different R squared value
- Replies: 11
- Views: 6169
- Sun Jan 22, 2023 8:33 am
- Forum: Estimation
- Topic: Different R squared value
- Replies: 11
- Views: 6169
Re: Different R squared value
What command did you use in R? I don't think does Cochrane-Orcutt, does it?
(By the way, I'd be willing to wager that the R-squared shown in the R output is from the quasi-differenced variables.)
Code: Select all
lm()
(By the way, I'd be willing to wager that the R-squared shown in the R output is from the quasi-differenced variables.)
- Fri Jan 13, 2023 7:09 am
- Forum: Programming
- Topic: Loop function for AR(1) series
- Replies: 1
- Views: 998
Re: Loop function for AR(1) series
Code: Select all
smpl 2000m01 2020m12
series y = 0
smpl 2000m02 2020m12
y = 3*y(-1) + 24/5
smpl 2000m01 2020m12
- Sat Dec 17, 2022 7:55 am
- Forum: Programming
- Topic: create object that activates a command when being opened/clicked on
- Replies: 19
- Views: 5559
Re: create object that activates a command when being opened/clicked on
[quote="EViews Gareth"]I just knocked one up that lets me open up the latest cricket scores from an object in an EViews workfile (why haven't we added this as a built in feature?!)
Of what possible use it it to explain crickets to Americans?
Of what possible use it it to explain crickets to Americans?
- Sat Nov 12, 2022 7:32 am
- Forum: Econometric Discussions
- Topic: What's the best estimation option?
- Replies: 2
- Views: 3055
Re: What's the best estimation option?
The best option is an ordered logit or probit. Just be sure not to include a constant so as to avoid perfect multicollinearity.
- Wed Oct 26, 2022 12:29 pm
- Forum: Econometric Discussions
- Topic: Is multicollinearty not a big issue in panel data?
- Replies: 4
- Views: 5721
Re: Is multicollinearty not a big issue in panel data?
True. But multicollinearity is already accounted for in the standard errors that EViews produces.
- Tue Oct 25, 2022 3:55 pm
- Forum: Econometric Discussions
- Topic: Is multicollinearty not a big issue in panel data?
- Replies: 4
- Views: 5721
Re: Is multicollinearty not a big issue in panel data?
What do you think the problem is with multicollinearity when it's not panel data?
- Mon Oct 24, 2022 2:22 pm
- Forum: Suggestions and Requests
- Topic: Smarter clipping at graph limits
- Replies: 0
- Views: 7375
Smarter clipping at graph limits
Here's a scatter of 0/1 data using the default settings. It would be nice if the upper limit of the Y-axis didn't go to 2. More importantly, it would be nice if the default lower limit didn't lead to the default symbols being clipped. All this can be fixed by fiddling with the axis limits, but a nic...
- Mon Oct 03, 2022 10:53 am
- Forum: General Information and Tips and Tricks
- Topic: evsettings file
- Replies: 1
- Views: 3639
evsettings file
Mostly out of idle curiosity, what's the evsettings file and does it matter if we delete it?
- Mon Sep 26, 2022 7:45 am
- Forum: Estimation
- Topic: getting out of an overflow
- Replies: 4
- Views: 2848
Re: getting out of an overflow
yes... indeed! the starting values are those appearing in the vector c? should I go to the vector c and change one by one the values? It's very hard to know which starting value is causing the problem. You might want to set them all at values you think are reasonable. If that doesn't work then, yes...
- Mon Sep 26, 2022 6:06 am
- Forum: Estimation
- Topic: getting out of an overflow
- Replies: 4
- Views: 2848
Re: getting out of an overflow
You probably want to change the starting values (in the C vector).
- Sun Sep 11, 2022 7:16 am
- Forum: Bug Reports
- Topic: TAB key is not working
- Replies: 2
- Views: 1626
Re: TAB key is not working
I can confirm the bug (latest patch).
- Wed Aug 24, 2022 12:20 pm
- Forum: Bug Reports
- Topic: blewey
- Replies: 1
- Views: 1462
blewey
Just killed 13 (did it twice to be sure to be sure)
Drop and drag attached file onto EViews. In the dialog that shows (which I suspect is the wrong dialog) hit All.
Blewey!
ETA: Loading the file through File/Open also blows-up EViews. (File was saved in most recent version of R.)
Drop and drag attached file onto EViews. In the dialog that shows (which I suspect is the wrong dialog) hit All.
Blewey!
ETA: Loading the file through File/Open also blows-up EViews. (File was saved in most recent version of R.)
- Sun Aug 14, 2022 10:14 am
- Forum: Programming
- Topic: Generate a series based on 3 conditions
- Replies: 3
- Views: 2249
Re: Generate a series based on 3 conditions
Hi everyone, I want to generate series w(t) with the following conditions: w(t)=0 if a(t)<0 w(t)=a(t) if 0=<a(t)<=1 w(t)=1 if a(t)>1 Could anyone please help me on this command? Normally with 2 conditions , I use @recode, but I don't know for 3 conditions. wt = @recode(a<0,0,a) wt = @recode(a>1,1,w...
- Sat Jul 09, 2022 6:43 am
- Forum: Estimation
- Topic: Marginal effect plot
- Replies: 3
- Views: 2561
Re: Marginal effect plot
You'll need to retrieve the variance-covariance matrix of the coefficients from the regression. Then get the variance of the point estimate using the standard formula for linear combinations of random variables. Take the square root, and then take the point estimates plus and minus twice that square...