Extracting adjusted variables

[Khawla]

Hi,

I have tried to extract the variables of a regression analysis that have been processed using the coefficient of an AR(1), where the residuals are autocorrelated, but unfortunately, it did not work. Any help would be appreciated.

Regards,
Khawla

[EViews Gareth]

Could you explain what you mean?

[Khawla]

Hi and thanks a lot for the quick reply.

The subject is "Linear Regression Models with Autoregressive Errors". I have applied the command "ls y c x ar(1), and I just want to see the transformed dependent and the independent variables (the columns of the their data resulted automatically by Eviews).
I mean, I need to have the series, for example, xt*= xt - rho xt-1, but that obtained after a number of iterations.

Best wishes,
Khawla

[EViews Gareth]

EViews does not calculate such things.

[Khawla]

Thanks for replying.