eviews returned NA for Std. Error t-Stat

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Peters
Posts: 3
Joined: Wed Apr 09, 2014 4:03 am

eviews returned NA for Std. Error t-Stat

Postby Peters » Wed Apr 09, 2014 4:43 am

I ran an OLS for this equation:
ROE RIR TBR MRR PLR MLR SDR INF BOHCTTA ROE(-1) USNIGEXC C
and eviews returned NA for Std. Error t-Statistic and Prob for all the variables with Rsquared = 1.0000. All the variables are used in their stationary state I(1) except BOHCTTA which is stationary at level. Please can someone explain what the problem is? Thanks for your help.

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: eviews returned NA for Std. Error t-Stat

Postby startz » Wed Apr 09, 2014 6:30 am

Your model has a perfect fit. You are probably either estimating an identity or have the same number of observations as RHS variables.

Peters
Posts: 3
Joined: Wed Apr 09, 2014 4:03 am

Re: eviews returned NA for Std. Error t-Stat

Postby Peters » Thu Apr 10, 2014 1:09 am

Thank you Startz, I have the same number of observations as RHS variables. Now, given this situation how do I interpret the results of the model or what exactly should I do in this case?

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: eviews returned NA for Std. Error t-Stat

Postby startz » Thu Apr 10, 2014 6:30 am

Get more observations...

While you can fit a regression with the same number of observations and RHS variables, you can't do any statistical analysis with the results.


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