How can the F-statistic & Prob(F-statistic) be shown in my model?

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GAGr
Posts: 2
Joined: Sun Nov 29, 2020 6:29 am

How can the F-statistic & Prob(F-statistic) be shown in my model?

Postby GAGr » Sun Nov 29, 2020 6:50 am

Hello, I run my model and unfortunately the "F-statistic" and "Prob(F-statistic)" are not depicted any more (as it happened two months ago) when i run my model with ls method. Should i adjust any parameters in my eviews software?

Example with F-statistic (before):
Root MSE 2.536.337---------------------------- R-squared 0.063990
Mean dependent var 0.087274--------------- Adjusted R-squared -0.075324
S.D. dependent var 2.624.254-------------- S.E. of regression 2.721.294
Akaike info criterion 4.961.945-------------- Sum squared resid 3.184.339
Schwarz criterion 5.514.059-------------- Log likelihood -1.163.081
Hannan-Quinn criter. 5.178.687-------------- F-statistic 0.459322
Durbin-Watson stat 2.264.961-------------- Prob(F-statistic) 0.999883

Example without F-statistic (now):
Root MSE 0.319289----------------------R-squared 0.040366
Mean dependent var -0.024011 -------Adjusted R-squared -0.108488
S.D. dependent var 0.326401 -------S.E. of regression 0.343650
Akaike info criterion 0.828065 -------Sum squared resid 35.78290
Schwarz criterion 1.356036 -------Log likelihood -97.32546
Hannan-Quinn criter. 1.038194 -------Durbin-Watson stat 2.087807

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: How can the F-statistic & Prob(F-statistic) be shown in my model?

Postby EViews Gareth » Sun Nov 29, 2020 7:38 am

What’s the specification of your equation?

GAGr
Posts: 2
Joined: Sun Nov 29, 2020 6:29 am

Re: How can the F-statistic & Prob(F-statistic) be shown in my model?

Postby GAGr » Tue Dec 01, 2020 10:16 am

My model includes the dependent variable and 4 independent variables. I run it without a constant term. Now I re-run the model with the addition of a constant term (c) and so it shows again the F-statistic & Prob (F-statistic). Was the constant term the reason?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: How can the F-statistic & Prob(F-statistic) be shown in my model?

Postby EViews Gareth » Tue Dec 01, 2020 10:20 am

Yes


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