Urgent Help on my Thesis, any help would be Great!

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Nick87
Posts: 1
Joined: Wed Oct 13, 2010 6:57 am

Urgent Help on my Thesis, any help would be Great!

Postby Nick87 » Fri Oct 15, 2010 10:28 am

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!

mectricsdonk
Posts: 29
Joined: Fri Oct 01, 2010 2:51 pm

Re: Urgent Help on my Thesis, any help would be Great!

Postby mectricsdonk » Sat Oct 16, 2010 1:18 pm

genr->enter equation->
newname=log(seriesyouwannalog)

gl


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