Regression with Dummy Variables

[Kiran Ujjawala Mehta]

I want to apply OLS with dummy variables. I have taken five days of the week and their daily returns for 5 years. while estimating the equation, i think i am not able to run the command in appropriate way. As i am using financial time series, plz help me out how should i run the command?

I simply tried it as

ser01 c ser02 ser03 ser04 ser05

is this the right way to use regression with dummy variables by using eviews software.

[startz]

I want to apply OLS with dummy variables. I have taken five days of the week and their daily returns for 5 years. while estimating the equation, i think i am not able to run the command in appropriate way. As i am using financial time series, plz help me out how should i run the command?

I simply tried it as

ser01 c ser02 ser03 ser04 ser05

is this the right way to use regression with dummy variables by using eviews software.

You need to use the ls command. You might find the first few chapters of EViews Illustrated, available online to be helpful.

[trubador]

The way you are trying to do is only applicable when you are inside the equation dialog box. Carrying out the analysis from the command line is as follows:

Code: Select all

equation eqname.ls ser01 c ser02 ser03 ser04 ser05

and if you also would like to see the output:

Code: Select all

show eqname