prob(F-statistic) = 2.248296????

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

pebiko85
Posts: 1
Joined: Mon Jan 18, 2010 2:52 pm

prob(F-statistic) = 2.248296????

Postby pebiko85 » Mon Jan 18, 2010 4:34 pm

I have to review old eviews extracts. GNP = C(1)GNP(-1) +C(2)+ interestratC(3). Now I read prob(F-statistic) > 1! Does that make any sense at all? THe P-Value for t-statisitics is good!! Unfortunately, I don't have the F-statistic value! I know mathematically that a probablitiy cannot be below zero. But I still have does results! Does anyone have any ideas about those weird results?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: prob(F-statistic) = 2.248296????

Postby EViews Gareth » Mon Jan 18, 2010 5:10 pm

The P-value should not be over 1. Either something has gone wrong with the "extracts", or something was wrong with EViews when the original estimations were done. I know that in the early days of EViews 6 there was a bug that reported the Durbin-Watson statistic (I think) as the p-value for the F-statistic. That could be what's gone wrong here.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests