cochrane-orcutt

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r_youss
Posts: 2
Joined: Mon Apr 05, 2010 12:34 pm

cochrane-orcutt

Postby r_youss » Mon Apr 05, 2010 12:42 pm

How do I run the cochrane-orcutt method on eviews?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: cochrane-orcutt

Postby startz » Mon Apr 05, 2010 12:48 pm

Adding the term AR(1) to the list of variables in a regression is similar to, but not identical to, running Cochrane-Orcutt.
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r_youss
Posts: 2
Joined: Mon Apr 05, 2010 12:34 pm

Re: cochrane-orcutt

Postby r_youss » Mon Apr 05, 2010 1:27 pm

im not sure i get it....could you explain it to me step by step please.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: cochrane-orcutt

Postby startz » Mon Apr 05, 2010 1:40 pm

Look in the help system for "ar"
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