dear forum,
I am trying to estimate panel regression with first and second difference operators.
variable X1: rendered stationary at first difference level (let's say dependent variable)
variable X2: rendered stationary at second difference level (let's say independent variable)
here is my command in regression combo box. Is "second difference" command correct?
D(X1) C D((X2))
I really appreciate your help.
best regards,
lnp3
Difference and Second difference commands
Moderators: EViews Gareth, EViews Moderator
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EViews Gareth
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Re: Difference and Second difference commands
Before answering, what's your mathematical definition of a second difference?
Re: Difference and Second difference commands
ΔXt= Xt-Xt-1 (first difference operator)
Δ(Δ Xt)= ΔXt- ΔXt-1 (second different operator)
I don't know how to write the command for second difference operator
first difference must be D(x). is it D ((x))?
thanks.
Δ(Δ Xt)= ΔXt- ΔXt-1 (second different operator)
I don't know how to write the command for second difference operator
first difference must be D(x). is it D ((x))?
thanks.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Difference and Second difference commands
thanks Eviews Gareth
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