Calculate the p-value of sum of coefficients
Posted: Tue Mar 17, 2015 3:55 am
Hi!
Im using Eviews 6.
I have a time-series like that (attached workfile)
and run for model like
y = a + c(0)x + D(10)c(1)x +D(5)c(2)x +D(1)c(3)x +e(t)
Y: return of gold
x: return of stock index
D(10), D(5), D(1) are dummies variable.
After Regression, i have the output with p-value of each coefficient.
and I don't know how to calculate the p-value of sum of coefficients in this case. ex. c(1) + c(2); c(0) + c(1);...
I would appriciate any help.
Thanks all.
Im using Eviews 6.
I have a time-series like that (attached workfile)
and run for model like
y = a + c(0)x + D(10)c(1)x +D(5)c(2)x +D(1)c(3)x +e(t)
Y: return of gold
x: return of stock index
D(10), D(5), D(1) are dummies variable.
After Regression, i have the output with p-value of each coefficient.
and I don't know how to calculate the p-value of sum of coefficients in this case. ex. c(1) + c(2); c(0) + c(1);...
I would appriciate any help.
Thanks all.