How to make Stepwise reg. to pick best variation of variabl?
Posted: Mon Oct 06, 2014 10:43 pm
Hi all,
I have a question as to how to get Eviews to pick out the best combination of the variations of the variables.
To clarify say I have a 5x variation in the values of 1 variable, so essentially 5 series. But I have 3 different variables with 5x variations in the values.
So in total I have 5 variations x 3 variables (=15). But I need Eviews to pick 1 of each variables that forms the best combination.
Using stepwise I get duplicate picks of the variables. i.e. variable a_v1 variable a_v2 variable b_v1
Whereas i need 1 from variable a,b,c of any version.
If anyone have ideas, I'd love to learn how to do this!
Cheers!
I have a question as to how to get Eviews to pick out the best combination of the variations of the variables.
To clarify say I have a 5x variation in the values of 1 variable, so essentially 5 series. But I have 3 different variables with 5x variations in the values.
So in total I have 5 variations x 3 variables (=15). But I need Eviews to pick 1 of each variables that forms the best combination.
Using stepwise I get duplicate picks of the variables. i.e. variable a_v1 variable a_v2 variable b_v1
Whereas i need 1 from variable a,b,c of any version.
If anyone have ideas, I'd love to learn how to do this!
Cheers!