Removing SIGMASQ from output?
Posted: Mon Sep 14, 2015 11:21 pm
Hi there,
I am incredibly new to statistics & Eviews so very sorry if this question isnt explained well.
Basically I am running a simulation for the AR(1) model but I don't understand why SIGMASQ is showing up in my output.
These are the steps I have taken:
I have generated e = nrnd
Generated AR07=0 (and changed sample size to 1 1)
Generated AR07=0.7*ar07(-1)+e (and changed the sample size to 2 500)
then I generated the equation, and this is where I am getting confused.
The equation I generated was AR07 AR(1)
But for some reason I get SIGMASQ value as a coefficient in my output. All I want to see in terms of coefficients is the value of AR(1). Could someone please tell me what I am doing wrong?
Thank you very much for your help.
I am incredibly new to statistics & Eviews so very sorry if this question isnt explained well.
Basically I am running a simulation for the AR(1) model but I don't understand why SIGMASQ is showing up in my output.
These are the steps I have taken:
I have generated e = nrnd
Generated AR07=0 (and changed sample size to 1 1)
Generated AR07=0.7*ar07(-1)+e (and changed the sample size to 2 500)
then I generated the equation, and this is where I am getting confused.
The equation I generated was AR07 AR(1)
But for some reason I get SIGMASQ value as a coefficient in my output. All I want to see in terms of coefficients is the value of AR(1). Could someone please tell me what I am doing wrong?
Thank you very much for your help.