Dear frnd,
I have tried to remove trend in a volume series by using a simple linear regression v_t=α+δ_t+ε_t where t is a time trend variable.
Now i want to use this residual to construct an adjusted volume series with the equation v_t^†=a+bε ̂_t
Where, a and b are chosen so that the mean and variance of v_t are v_t^† are equal.
I could run the first equation in eviews but How could i get the adjusted volume series using the second equation in eviews??
What is the command for this? Please help me on this occasion. Thanks
Estimation of Adjusted volume series from residuals
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