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regressors trend in ARDL !
Posted: Mon Jan 11, 2016 10:07 am
by ecofin
hi,
when i make regressors the trend start by zero to n (n= number of obs), normally the trend start by one to n.
Re: regressors trend in ARDL !
Posted: Mon Jan 11, 2016 11:34 am
by EViews Gareth
Is there a question?
Re: regressors trend in ARDL !
Posted: Mon Jan 11, 2016 12:19 pm
by ecofin
sorry, if i am not mistaken the rest. linear trend after estimation the ARDL the regressor of trend should start by 1 not by zero (when i make regressors) in generally the trend start by value one.
you understood me what i mean.
Re: regressors trend in ARDL !
Posted: Mon Jan 11, 2016 12:38 pm
by EViews Gareth
The starting point of the trend is arbitrary - it is just a transformation of the constant.