Make Resid Command Unable to Select standardized Resid

[diggetybo]

When I click on the desired equation object and navigate to:

proc --> make residual series -->

I only see 1 option: "ordinary". "standardized" and "generalized" are greyed out. Is there something I can try troubleshooting to figure out why it is greyed out?

I also tried using the command:

Code: Select all

eq01.makeresid(s) standardized_resid

However when I examined the series using:

Code: Select all

@mean(standardized_resid) @var(standardized_resid)

I found that neither returned what one would expect for a standardized residual series. I suppose the make resid command ignored my "s" argument and defaulted to ordinary residuals.

Here is some specific information:

Eviews Version: 9
estimator: least squares

[EViews Gareth]

Least squares doesn’t offer anything other than ordinary

[diggetybo]

I see, thanks for letting me know, I wasn't sure if it was a bug or something to that effect. I suppose we can always generate standardized residuals manually.

But I'm just curious, why doesn't LS support standardized? If we wanted to run some residual diagnostics, wouldn't we need standardized residuals for any given estimator (ls, 2sls, arma)?