Hi,
I'm in my final weeks of handing in my honors thesis in Australia, and I am really unsure of how to formulate my models on Eviews to smoothen things out. I got my information on a foreign stock markets foreign purchases, and hope to observe the impact on the markets returns and volatility. I am observing 8 sectors in the market. I have tried to regression using the % change in market cap (endogenous variable for returns) and net foreign purchases (exogenous variable) for each sector but my R squared for all but 1 variable is less than 5%. I used the VAR model to model the returns, using the lag variables as 2, but most of them have low r squared values as well. I heard that by its possible to change one series to log form and that it might help to observe a better trend, if so, any chance explaining how i can do so on eviews. I have the excel files on me as well. if you need me to get a copy and paste the models or send the data lemme no. If you guys could help me on this it would be AMAZING!!! In such a heap of trouble with this, that its stalling my whole thesis submittal!!.Thanks!
Urgent Help on my Thesis, any help would be Great!
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mectricsdonk
- Posts: 29
- Joined: Fri Oct 01, 2010 2:51 pm
Re: Urgent Help on my Thesis, any help would be Great!
genr->enter equation->
newname=log(seriesyouwannalog)
gl
newname=log(seriesyouwannalog)
gl
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