CREATE R SQUARED SERIES

[mfaizal525]

Hi everyone.

Need some assistance. I notice there is function to create residual series. But, I do not came across on function which could help me to create R squared series from my estimation.

Please help. :)

[startz]

R-squared is a just a single number. What do you mean by an R-squared series?

[mfaizal525]

Currently I am using a model that indicates adjusted R squared as a proxy for earnings. The higher the adjusted R squared value, the higher the earnings, vice versa. Correct me if i am wrong, I do think that i need to create a series of the adjusted R squared value. the series then will become my dependent variable in the full model.

[EViews Gareth]

That doesn't answer Startz's point - R-squared is a single number. How are you going to make a whole series out of it?

[mfaizal525]

I am sorry. I am not sure whether I have put my question correctly. I found the programming code .@rbar2 which produce the adjusted r squared scalar. perhaps that what i am looking for.. but i am really not sure about it yet. using the code, it will produce a series of adj r squared for each observation, however the value are same..as Startz mentioned, adj r squared is just a single number.