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Regression Using Group of Lagged Series
Posted: Tue Feb 02, 2016 1:20 am
by kszynkar
Hi,
I have a series called "wip" and a group called "x". Is it possible to do a regression using the set of series in x as independent variables and wip as the dependent variable?
Thanks
Re: Regression Using Group of Lagged Series
Posted: Tue Feb 02, 2016 9:45 am
by EViews Glenn
If I'm understanding the question correctly
equation eq1.ls whip c x
should do the trick. If you are doing this from the dialog, just enter the dependent WHIP, followed by the regressors (I've included the constant C).
Re: Regression Using Group of Lagged Series
Posted: Tue Feb 02, 2016 9:49 am
by kszynkar
Ah, indeed it does. I'm actually trying to do:
equation wt_eq_s.ls @pc(wip) @pc(x)
which doesn't work. Without the "@pc" function it works.
Re: Regression Using Group of Lagged Series
Posted: Tue Feb 02, 2016 9:59 am
by EViews Gareth
Unfortunately you can not use functions of groups. Only functions of original series.
You can write a simple program that will make a group containing the functions of the series:
Code: Select all
group pcx
for !i=1 to x.@count
pcx.add @pc(x(!i))
next
Then use pcx as your regressor group.
Re: Regression Using Group of Lagged Series
Posted: Wed Feb 03, 2016 12:35 am
by kszynkar
that works. Thanks Eviews Gareth