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I did both test that are mentioned in the manual Cameron and Trivedi and Wooldridge - is it reasonable that i got underdispersion at the first test and overdispersion at the last test?
Im really confused.

For the first test, which variable is the original and which variable is the fitted?

Hi,
The first variable is the fit variable which i got by using the command: fit patentfittct . the second variable i got by "forecast".
Doesnt fit has the same meaning as forecast?!
It is really confusing because at the manual it written , and i quote :"first estimate the Poisson and obtain the fitted values of the dependent variable"
What should basically i need to do? can you guid my steps in Eviews so i can get a clear picture of the results of the dispersion.
Thank you in advance,
Nitzan.

This is the result i just got after doing : a. astimate the variables by the Poisson-Count regression model, b. forecast and named the forecasted variable as " patentffinal", c. using the command :
equation testeq.ls (patent-patentffinal)^2-patent patentffinal^2.

Is it o.k?

I haven't looked at the Cameron and Trivedi stuff in ages, so I haven't verified this, but from the description in the manual, your specification for the original test equation is incorrect.

The original test equation you estimated is
Your original equation was when the manual suggests that you should have estimated Your second attempt uses which looks to be of the correct form.