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CREATE R SQUARED SERIES
Posted: Fri Dec 05, 2014 1:09 am
by 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. :)
Re: CREATE R SQUARED SERIES
Posted: Fri Dec 05, 2014 7:21 am
by startz
R-squared is a just a single number. What do you mean by an R-squared series?
Re: CREATE R SQUARED SERIES
Posted: Wed Jan 21, 2015 7:19 pm
by 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.
Re: CREATE R SQUARED SERIES
Posted: Wed Jan 21, 2015 10:36 pm
by 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?
Re: CREATE R SQUARED SERIES
Posted: Wed Apr 29, 2015 7:56 am
by 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.