Operator "D" in regression

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alimou
Posts: 1
Joined: Tue Jan 07, 2025 4:56 am

Operator "D" in regression

Postby alimou » Fri Jan 10, 2025 8:16 am

A simple and quick question, hopefully easy to answer.
I have estmated the following equation in EViews 12: LS DLOG(AUME_RRR) C DLOG(AUME_RRR(-1)) D LOG(AUMEPEDY(4)) DLOG(AUSY_RRR)

The substitued coefficients of the equation is:
DLOG(AUME_RRR) = -0.0361796455841 - 0.492869649054*DLOG(AUME_RRR(-1)) + 0.00295761368427*LOG(AUMEPEDY(4)) + 0.849704965215*DLOG(AUSY_RRR) + [D=-1.04022585673,UNCOND]

My question is how do interpret the "D" in the above? What does it represent? Is that the residuals? (FYI - I came across the D in an equation accidentally)

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13425
Joined: Tue Sep 16, 2008 5:38 pm

Re: Operator "D" in regression

Postby EViews Gareth » Fri Jan 10, 2025 8:59 am

Fractional integration term for ARFIMA models.
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