OLS

[RamuneZ]

Hi,

I wonder if someone could help me. I'am trying to run OLS regression for monthly data, unfortunately I get results with the same standard error for every independent variable. I want to regress on dependant variable of returns, that is what I type in : returns d_jan d_feb d_mar d_apr d_may d_june d_july d_august d_sept d_oct d_nov d_dec

I have attached a file with print screens of how I was doing it.
Thank you

[startz]

That's probably the right answer. Every independent variable consists of 30 ones and 330 zeros, just in different places.

[RamuneZ]

Thank you startz